The Hartford Financial Services Group, Inc. (HIG) 10-K 28 Feb 14 2013 Q4 Annual report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	12 Months Ended
In Millions, except Share data, unless otherwise specified	Dec. 31, 2013	Feb. 25, 2014	Jun. 28, 2013
Document and Entity Information [Abstract]	'	'	'
Entity Registrant Name	'HARTFORD FINANCIAL SERVICES GROUP INC/DE	'	'
Entity Central Index Key	'0000874766	'	'
Document Type	'10-K	'	'
Document Period End Date	31-Dec-13	'	'
Amendment Flag	'false	'	'
Entity Well-known Seasoned Issuer	'Yes	'	'
Entity Voluntary Filers	'No	'	'
Entity Current Reporting Status	'Yes	'	'
Document Fiscal Year Focus	'2013	'	'
Document Fiscal Period Focus	'Q4	'	'
Current Fiscal Year End Date	'--12-31	'	'
Entity Filer Category	'Large Accelerated Filer	'	'
Entity Common Stock, Shares Outstanding	'	446,342,284	'
Entity Public Float	'	'	$14,000

Consolidated_Statements_of_Ope

Consolidated Statements of Operations (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Benefits, losses and expenses	'	'	'
Benefits, losses and loss adjustment expenses	$10,948,000,000	$13,248,000,000	$14,627,000,000
Benefits, losses and loss adjustment expenses — returns credited on international variable annuities	6,060,000,000	4,363,000,000	-1,345,000,000
Amortization of deferred policy acquisition costs and present value of future profits	2,701,000,000	1,988,000,000	2,444,000,000
Insurance operating costs and other expenses	4,280,000,000	5,204,000,000	5,269,000,000
Loss on extinguishment of debt	213,000,000	910,000,000	0
Disposal Group, Not Discontinued Operation, Reinsurance Loss	1,574,000,000	533,000,000	0
Interest expense	397,000,000	457,000,000	508,000,000
Goodwill impairment	0	0	30,000,000
Total benefits, losses and expenses	26,173,000,000	26,703,000,000	21,533,000,000
Revenues	'	'	'
Earned premiums	13,226,000,000	13,631,000,000	14,088,000,000
Fee income	2,805,000,000	4,386,000,000	4,700,000,000
Net investment income:	'	'	'
Securities available-for-sale and other	3,362,000,000	4,227,000,000	4,263,000,000
Equity securities, trading	6,061,000,000	4,364,000,000	-1,345,000,000
Total net investment income	9,423,000,000	8,591,000,000	2,918,000,000
Net realized capital gains (losses):	'	'	'
Total other-than-temporary impairment (“OTTI”) losses	-93,000,000	-389,000,000	-263,000,000
OTTI losses recognized in other comprehensive income (“OCI”)	20,000,000	40,000,000	89,000,000
Net OTTI losses recognized in earnings	-73,000,000	-349,000,000	-174,000,000
Gain (Loss) on Disposition of Business	1,575,000,000	0	0
Net realized capital gains (losses), excluding net OTTI losses recognized in earnings	-995,000,000	-395,000,000	-52,000,000
Total net realized capital losses	507,000,000	-744,000,000	-226,000,000
Other revenues	275,000,000	258,000,000	253,000,000
Total revenues	26,236,000,000	26,122,000,000	21,733,000,000
Income (loss) from continuing operations before income taxes	63,000,000	-581,000,000	200,000,000
Income tax expense (benefit)	-247,000,000	-481,000,000	-373,000,000
Income (loss) from continuing operations, net of tax	310,000,000	-100,000,000	573,000,000
Income (loss) from discontinued operations, net of tax	-134,000,000	62,000,000	139,000,000
Net income (loss)	176,000,000	-38,000,000	712,000,000
Preferred stock dividends	-10,000,000	-42,000,000	-42,000,000
Net income (loss) available to common shareholders	166,000,000	-80,000,000	670,000,000
Income from continuing operations, net of tax, available to common shareholders per common share	'	'	'
Basic	$0.67	($0.32)	$1.19
Diluted	$0.62	($0.32)	$1.11
Net income (loss) available to common shareholders per common share	'	'	'
Basic	$0.37	($0.18)	$1.51
Diluted	$0.34	($0.18)	$1.40
Cash dividends declared per common share	$0.50	$0.40	$0.40
Hartford Life International Limited [Member]	'	'	'
Net realized capital gains (losses):	'	'	'
Income tax expense (benefit)	219	'	'
Retirement Plans and Individual Life Businesses [Member]	'	'	'
Benefits, losses and expenses	'	'	'
Goodwill impairment	$0	$0	'

Consolidated_Statements_of_Ope1

Consolidated Statements of Operations Parenthetical (Details) (USD $)	3 Months Ended	12 Months Ended			3 Months Ended	12 Months Ended
	Jun. 30, 2011	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2012	Dec. 31, 2013	Dec. 31, 2012
					Individual Life [Member]	Individual Life [Member]	Individual Life [Member]
Goodwill impairment	$10	$0	$0	$30,000,000	$342,000,000	$342	$0

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Comprehensive Income	'		'		'
Net income (loss)	$176		($38)		$712
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	-2,431	[1],[2]	1,907	[1],[2]	'
Other comprehensive income	'		'		'
Change in net unrealized gain/loss on securities	'		'		2,067	[1],[2]
Change in OTTI losses recognized in other comprehensive income	35	[1]	52		9
Change in net gain/loss on cash-flow hedging instruments	-320		-88		131
Change in foreign currency translation adjustments	-315		-168		107
Accumulated Other Comprehensive Loss, net of tax	'		'		'
Other comprehensive income	'		'		'
Total other comprehensive income	($2,922)		$1,592		$2,241
[1]	The DecemberB 31, 2013 amount includes $1.5 billion of net unrealized gains on securities relating to the sales of the Retirement Plans and Individual Life businesses.
[2]	[2]The DecemberB 31, 2013 amount includes $71 of net gains on cash flow hedging instruments relating to the sales of the Retirement Plans and Individual Life businesses.

Consolidated_Balance_Sheets

Consolidated Balance Sheets (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Investments:	'		'
Fixed maturities, available-for-sale, at fair value (amortized cost of $79,747 and $78,978) (includes variable interest entity assets, at fair value, of $89 and $153)	$62,357	[1]	$85,922
Fixed maturities, at fair value using the fair value option (includes variable interest entity assets, at fair value, of $163 and $338)	844		1,087
Equity securities, trading, at fair value (cost of $26,820 and $32,928)	19,745		28,933
Equity securities, available-for-sale, at fair value (cost of $866 and $1,056 )	868		890
Mortgage loans (net of allowances for loan losses of $68 and $102)	5,598		6,711
Policy loans, at outstanding balance	1,420		1,997
Limited partnerships and other alternative investments (includes variable interest entity assets of $6 and $7)	3,040		3,015
Other investments	521		1,114
Short-term investments	4,008		4,581
Total investments	98,401		134,250
Cash	1,428		2,421
Premiums receivable and agentsb balances, net	3,465		3,542
Reinsurance recoverables, net	23,330		4,666
Deferred policy acquisition costs and present value of future profits	2,161		5,725
Deferred income taxes, net	3,840		1,942
Goodwill	498		654
Property and equipment, net	877		977
Other assets	2,998		2,767
Separate account assets	140,886		141,569
Total assets	277,884		298,513
Liabilities	'		'
Reserve for future policy benefits and unpaid losses and loss adjustment expenses	41,373		40,992
Other policyholder funds and benefits payable	39,029		41,979
Other policyholder funds and benefits payable b international variable annuities	19,734		28,922
Unearned premiums	5,225		5,145
Long-term Debt	6,106		6,806
Short-term debt	438		320
Long-term debt	6,106		6,806
Consumer notes	84		161
Other liabilities (includes variable interest entity liabilities of $89 and $471)	6,104		10,172
Separate account liabilities	140,886	[2]	141,569
Total liabilities	258,979		276,066
Commitments and Contingencies (Note 13)	'		'
Stockholdersb Equity	'		'
Preferred stock, $0.01 par value b 50,000,000 shares authorized, 575,000 shares issued, liquidation preference $1,000 per share	0		556
Common stock, $0.01 par value b 1,500,000,000 shares authorized, 469,744,822 and 469,750,171 shares issued	5		5
Additional paid-in capital	9,894		10,038
Retained earnings	10,683		10,745
Treasury stock, at cost b 33,439,044 and 27,211,115 shares	-1,598		-1,740
Accumulated other comprehensive income, net of tax	-79		2,843
Total stockholdersb equity	18,905		22,447
Total liabilities and stockholdersb equity	$277,884		$298,513
[1]	{F|ahBzfndlYmZpbGluZ3MtaHJkcmoLEgZYTUxEb2MiXlhCUkxEb2NHZW5JbmZvOjYyZmE1MmE2MjgzNjQxYmE5YjcxMDJiNmY1MzRkNjY2fFRleHRTZWxlY3Rpb246OTVBRUUyNzk0RjQ2OTVBOEVEODBEQzdCMkQxMzlCMjMM}
[2]	AV includes the contract holderbs investment in the separate account and the general account.

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parenthetical) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, except Share data, unless otherwise specified
Statement of Financial Position [Abstract]	'		'
Fixed maturities, available-for-sale, at amortized cost	$60,641	[1]	$79,747	[1]
Fixed maturities, at fair value using the fair value option, variable interest entity assets	161		163
Equity securities, trading, at cost	14,504		26,820
Equity securities, available-for-sale, at cost	850	[2]	866	[2]
Mortgage loans loss, net of allowances	67		68
Variable Interest Entity, Consolidated, Carrying Amount, Assets	199		258
Other liabilities, variable interest entity liabilities	33	[3]	89	[3]
Variable Interest Entity Assets Consolidated within Short-term Investments	3		0
Preferred stock, par value	$0.01		$0.01
Preferred stock authorized	50,000,000		50,000,000
Convertible Preferred Stock, Shares Issued	0		575,000
Preferred Stock, liquidation preference per share	$1,000		$1,000
Common stock, par value	$0.01		$0.01
Common stock, shares authorized	1,500,000,000		1,500,000,000
Common stock, shares issued	490,923,222		469,744,822
Treasury stock, shares	37,632,782		33,439,044
Collateralized Debt Obligations [Member]	'		'
Statement of Financial Position [Abstract]	'		'
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$31	[4]	$89	[4]
[1]	As of DecemberB 31, 2012, includes fixed maturities, AFS and equity securities, AFS relating to the sales of the Retirement Plans and Individual Life businesses; see Note 2 - Business Dispositions of the Notes to Consolidated Financial Statements for further discussion of these transactions.
[2]	{F|ahBzfndlYmZpbGluZ3MtaHJkcmoLEgZYTUxEb2MiXlhCUkxEb2NHZW5JbmZvOjYyZmE1MmE2MjgzNjQxYmE5YjcxMDJiNmY1MzRkNjY2fFRleHRTZWxlY3Rpb246OTVBRUUyNzk0RjQ2OTVBOEVEODBEQzdCMkQxMzlCMjMM}
[3]	Included in other liabilities in the Companybs Consolidated Balance Sheets.
[4]	Total assets included in fixed maturities, AFS in the Companybs Consolidated Balance Sheets.

Consolidated_Statements_of_Cha

Consolidated Statements of Changes in Stockholders' Equity (USD $)	Total	Common Stocks	Preferred Stock	Additional Paid-in Capital	Retained Earnings	Treasury Stock, at Cost	Accumulated Other Comprehensive Loss, net of tax
In Millions, except Share data in Thousands, unless otherwise specified
Balance at beginning of period at Dec. 31, 2010	'	'	$556	$10,448	$10,509	($1,774)	($990)
Common Shares Outstanding, at beginning of period at Dec. 31, 2010	'	444,549	'	'	'	'	'
Payments for Repurchase of Warrants	'	'	'	'	'	'	'
Stock Issued During Period, Shares, Conversion of Convertible Securities	'	0	'	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'
Issuance of mandatory convertible preferred stock	'	'	0	'	'	'	'
Repurchase of warrants	'	'	'	0	'	'	'
Issuance of common shares under public offering	'	'	'	0	'	'	'
Issuance of shares under incentive and stock compensation plans	'	'	'	-50	'	'	'
Tax expense on employee stock options and awards	'	'	'	-7	'	'	'
Net income (loss)	712	'	'	'	712	'	'
Dividends on preferred stock	'	'	'	'	-42	'	'
Dividends declared on common stock	'	'	'	'	-178	'	'
Treasury stock acquired	'	'	'	'	'	-51	'
Issuance of shares under incentive and stock compensation plans from treasury stock	'	'	'	'	'	115	'
Return of shares under incentive and stock compensation plans to treasury stock	'	'	'	'	'	-8	'
Total other comprehensive income	'	'	'	'	'	'	2,241
Treasury stock acquired	'	-3,225	'	'	'	'	'
Issuance of shares under incentive and stock compensation plans	'	1,476	'	'	'	'	'
Return of shares under incentive and stock compensation plans and other to treasury stock	'	-261	'	'	'	'	'
Stock Issued During Period, Shares, Warrant Exercised	'	0	'	'	'	'	'
Balance at end of period at Dec. 31, 2011	21,486	5	556	10,391	11,001	-1,718	1,251
Common Shares Outstanding, at end of period at Dec. 31, 2011	'	442,539	'	'	'	'	'
Preferred Shares Outstanding, end of period at Dec. 31, 2011	'	'	575	'	'	'	'
Payments for Repurchase of Warrants	300	'	'	-300	'	'	'
Stock Issued During Period, Value, Conversion of Convertible Securities	'	0	0	'	'	'	'
Stock Issued During Period, Shares, Conversion of Convertible Securities	'	0	'	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'
Issuance of shares under incentive and stock compensation plans	'	'	'	-52	'	'	'
Tax expense on employee stock options and awards	'	'	'	-1	'	'	'
Net income (loss)	-38	'	'	'	-38	'	'
Dividends on preferred stock	'	'	'	'	-42	'	'
Dividends declared on common stock	'	'	'	'	-176	'	'
Treasury stock acquired	'	'	'	'	'	-149	'
Issuance of shares under incentive and stock compensation plans from treasury stock	'	'	'	'	'	134	'
Return of shares under incentive and stock compensation plans to treasury stock	'	'	'	'	'	-7	'
Total other comprehensive income	'	'	'	'	'	'	1,592
Treasury stock acquired	'	-8,045	'	'	'	'	'
Issuance of shares under incentive and stock compensation plans	'	2,156	'	'	'	'	'
Return of shares under incentive and stock compensation plans and other to treasury stock	'	-344	'	'	'	'	'
Stock Issued During Period, Shares, Warrant Exercised	'	0	'	'	'	'	'
Balance at end of period at Dec. 31, 2012 (As Adjusted)	'	'	'	'	10,745	'	'
Balance at end of period at Dec. 31, 2012	22,447	5	556	10,038	10,745	-1,740	2,843
Common Shares Outstanding, at end of period at Dec. 31, 2012	'	436,306	'	'	'	'	'
Preferred Shares Outstanding, end of period at Dec. 31, 2012	'	'	575	'	'	'	'
Payments for Repurchase of Warrants	33	'	'	33	'	'	'
Stock Issued During Period, Value, Conversion of Convertible Securities	'	556	-556	'	'	'	'
Stock Issued During Period, Shares, Conversion of Convertible Securities	'	21,178	'	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'
Issuance of shares under incentive and stock compensation plans	'	'	'	-36	'	'	'
Tax expense on employee stock options and awards	'	'	'	3	'	'	'
Net income (loss)	176	'	'	'	176	'	'
Dividends on preferred stock	'	'	'	'	-10	'	'
Dividends declared on common stock	'	'	'	'	-228	'	'
Treasury stock acquired	-149	'	'	'	'	-600	'
Issuance of shares under incentive and stock compensation plans from treasury stock	'	'	'	'	'	125	'
Return of shares under incentive and stock compensation plans to treasury stock	'	'	'	'	'	-17	'
Total other comprehensive income	'	'	'	'	'	'	-2,922
Treasury stock acquired	-8,000	-19,235	'	'	'	'	'
Issuance of shares under incentive and stock compensation plans	'	2,136	'	'	'	'	'
Return of shares under incentive and stock compensation plans and other to treasury stock	'	-592	'	'	'	'	'
Stock Issued During Period, Shares, Warrant Exercised	'	13,497	'	'	'	'	'
Balance at end of period at Dec. 31, 2013	18,905	5	0	9,894	10,683	-1,598	-79
Common Shares Outstanding, at end of period at Dec. 31, 2013	'	453,290	'	'	'	'	'
Preferred Shares Outstanding, end of period at Dec. 31, 2013	'	'	0	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'
Treasury stock acquired	'	'	'	'	'	($262)	'
Treasury stock acquired	'	-7,700	'	'	'	'	'
Balance at end of period at Feb. 25, 2014	'	'	'	'	'	'	'

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Operating Activities	'	'	'
Net income (loss)	$176,000,000	($38,000,000)	$712,000,000
Adjustments to reconcile net income to net cash provided by operating activities	'	'	'
Amortization of deferred policy acquisition costs and present value of future profits	2,701,000,000	1,988,000,000	2,444,000,000
Additions to deferred policy acquisition costs and present value of future profits	-1,330,000,000	-1,639,000,000	-1,696,000,000
Change in reserve for future policy benefits and unpaid losses and loss adjustment expenses and unearned premiums	-308,000,000	-226,000,000	1,451,000,000
Change in reinsurance recoverables	-561,000,000	-351,000,000	-31,000,000
Change in receivables and other assets	-409,000,000	-257,000,000	-211,000,000
Change in payables and accruals	497,000,000	874,000,000	-491,000,000
Change in accrued and deferred income taxes	-745,000,000	-386,000,000	-82,000,000
Net realized capital losses	-828,000,000	711,000,000	24,000,000
Net receipts (disbursements) from investment contracts related to policyholder funds b international variable annuities	-9,189,000,000	-1,539,000,000	-2,332,000,000
Net (increase) decrease in equity securities, trading	9,188,000,000	1,566,000,000	2,321,000,000
Depreciation and amortization	189,000,000	467,000,000	668,000,000
Goodwill impairment	0	0	30,000,000
Loss on extinguishment of debt	213,000,000	910,000,000	0
Reinsurance loss on disposition, including goodwill impairment of $342	-1,574,000,000	-533,000,000	0
Other operating activities, net	69,000,000	68,000,000	-533,000,000
Net cash provided by operating activities	1,237,000,000	2,681,000,000	2,274,000,000
Proceeds from the sale/maturity/prepayment of:	'	'	'
Fixed maturities, available-for-sale	40,266,000,000	42,716,000,000	38,260,000,000
Fixed maturities, fair value option	322,000,000	283,000,000	37,000,000
Equity securities, available-for-sale	274,000,000	295,000,000	239,000,000
Mortgage loans	468,000,000	515,000,000	515,000,000
Partnerships	368,000,000	208,000,000	237,000,000
Payments for the purchase of:	'	'	'
Fixed maturities, available-for-sale	-35,446,000,000	-42,578,000,000	-37,627,000,000
Fixed maturities, fair value option	-150,000,000	-182,000,000	-664,000,000
Equity securities, available-for-sale	-212,000,000	-144,000,000	-270,000,000
Mortgage loans	-718,000,000	-1,483,000,000	-1,800,000,000
Partnerships	-353,000,000	-903,000,000	-784,000,000
Proceeds from business sold	815,000,000	58,000,000	278,000,000
Derivatives, net	-2,208,000,000	-2,665,000,000	720,000,000
Change in policy loans, net	-5,000,000	4,000,000	180,000,000
Payments for (Proceeds from) Short-term Investments	318,000,000	1,400,000,000	-346,000,000
Other investing activities, net	6,000,000	-81,000,000	-157,000,000
Net cash used for investing activities	3,745,000,000	-2,557,000,000	-1,182,000,000
Financing Activities	'	'	'
Deposits and other additions to investment and universal life-type contracts	5,942,000,000	10,951,000,000	11,531,000,000
Withdrawals and other deductions from investment and universal life-type contracts	-25,034,000,000	-25,543,000,000	-21,022,000,000
Net transfers from separate accounts related to investment and universal life-type contracts	16,978,000,000	13,196,000,000	9,843,000,000
Repayments at maturity or settlement of consumer notes	-77,000,000	-153,000,000	-68,000,000
Net increase (decrease) in securities loaned or sold under agreements to repurchase	-1,988,000,000	1,988,000,000	'
Repurchase of warrants	-33,000,000	-300,000,000	'
Repayment of long-term debt	-1,338,000,000	-2,133,000,000	-405,000,000
Proceeds from the issuance of long-term debt	533,000,000	2,123,000,000	'
Proceeds from net issuance of shares under incentive and stock compensation plans, excess tax benefit and other	20,000,000	14,000,000	10,000,000
Treasury stock acquired	-600,000,000	-154,000,000	-46,000,000
Dividends paid on preferred stock	-21,000,000	-42,000,000	-42,000,000
Dividends paid on common stock	-202,000,000	-175,000,000	-153,000,000
Changes in bank deposits and payments on bank advances	'	'	-257,000,000
Net cash used for financing activities	-5,820,000,000	-228,000,000	-609,000,000
Foreign exchange rate effect on cash	-155,000,000	-56,000,000	36,000,000
Net increase (decrease) in cash	-993,000,000	-160,000,000	519,000,000
Cash - beginning of period	2,421,000,000	2,581,000,000	'
Cash - end of period	1,428,000,000	2,421,000,000	2,581,000,000
Supplemental Disclosure of Cash Flow Information	'	'	'
Income taxes paid (received)	69,000,000	-486,000,000	179,000,000
Interest paid	402,000,000	461,000,000	501,000,000
Supplemental Disclosure of Non-Cash Investing Activity	'	'	'
Conversion of fixed maturities, available-for-sale to equity securities, available-for-sale	$0	$67,000,000	$0

Consolidated_Statements_of_Cas1

Consolidated Statements of Cash Flows Parenthetical (Details) (USD $)	3 Months Ended	12 Months Ended			3 Months Ended	12 Months Ended
	Jun. 30, 2011	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2012	Dec. 31, 2013	Dec. 31, 2012
					Individual Life [Member]	Individual Life [Member]	Individual Life [Member]
Goodwill impairment loss	$10	$0	$0	$30,000,000	$342,000,000	$342	$0

Basis_of_Presentation_and_Acco

Basis of Presentation and Accounting Policies	12 Months Ended
	Dec. 31, 2013
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Basis of Presentation and Accounting Policies	'
	Basis of Presentation and Significant Accounting Policies
	Basis of Presentation
	The Hartford Financial Services Group, Inc. is a holding company for insurance and financial services subsidiaries that provide investment products and life and property and casualty insurance to both individual and business customers in the United States (collectively, “The Hartford”, the “Company”, “we” or “our”). In 2012, The Hartford concluded an evaluation of its strategy and business portfolio. The Company is currently focusing on its Property & Casualty, Group Benefits and Mutual Fund businesses. Also, the Company continues to administer life and annuity products previously sold.
	On January 1, 2013, the Company completed the sale of its Retirement Plans business to Massachusetts Mutual Life Insurance Company ("MassMutual") and on January 2, 2013 the Company completed the sale of its Individual Life insurance business to The Prudential Insurance Company of America ("Prudential"), a subsidiary of Prudential Financial, Inc. For further discussion of these and other transactions, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.
	On December 12, 2013, the Company completed the sale of Hartford Life International Limited ("HLIL"), an indirect wholly-owned subsidiary. For further discussion of this transaction, see Note 2 - Business Dispositions and Note 20 - Discontinued Operations of Notes to Consolidated Financial Statements.
	The Consolidated Financial Statements have been prepared on the basis of accounting principles generally accepted in the United States of America (“U.S. GAAP”), which differ materially from the accounting practices prescribed by various insurance regulatory authorities.
	Consolidation
	The Consolidated Financial Statements include the accounts of The Hartford Financial Services Group, Inc., companies in which the Company directly or indirectly has a controlling financial interest and those variable interest entities (“VIEs”) in which the Company is required to consolidate. Entities in which the Company has significant influence over the operating and financing decisions but are not required to consolidate are reported using the equity method. For further discussions on VIEs see Note 6 of the Notes to Consolidated Financial Statements. All intercompany transactions and balances between The Hartford and its subsidiaries and affiliates have been eliminated.
	Discontinued Operations
	The results of operations of a component of the Company that either has been disposed of or is classified as held-for-sale are reported in discontinued operations if the operations and cash flows of the component have been or will be eliminated from the ongoing operations of the Company as a result of the disposal transaction and the Company will not have any significant continuing involvement in the operations of the component after the disposal transaction.
	The Company is presenting as discontinued operations certain businesses that meet the criteria for reporting as discontinued operations. Amounts for prior periods have been retrospectively reclassified. See Note 20 of the Notes to Consolidated Financial Statements for information on the specific subsidiaries and related impacts.
	Use of Estimates
	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 the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates.
	The most significant estimates include those used in determining property and casualty insurance product reserves, net of reinsurance; estimated gross profits used in the valuation and amortization of assets and liabilities associated with variable annuity and other universal life-type contracts; evaluation of other-than-temporary impairments on available-for-sale securities and valuation allowances on investments; living benefits on annuity contracts required to be fair valued; goodwill impairment; valuation of investments and derivative instruments; pension and other postretirement benefit obligations (see Note 18); valuation allowance on deferred tax assets; and contingencies relating to corporate litigation and regulatory matters (see Note 13). The related accounting policies are summarized in the Significant Accounting Policies section of this footnote unless indicated otherwise herein. Certain of these estimates are particularly sensitive to market conditions, and deterioration and/or volatility in the worldwide debt or equity markets could have a material impact on the Consolidated Financial Statements.
	Mutual Funds
	The Company maintains a mutual fund operation whereby the Company provides investment management, administrative and distribution services to The Hartford-sponsored mutual funds (collectively, “mutual funds”). These mutual funds are registered with the Securities and Exchange Commission (“SEC”) under the Investment Company Act of 1940. The mutual funds are owned by the shareholders of those funds and not by the Company. As such, the mutual fund assets and liabilities and related investment returns are not reflected in the Company’s Consolidated Financial Statements since they are not assets, liabilities and operations of the Company.
	Reclassifications
	Certain reclassifications have been made to prior year financial information to conform to the current year presentation.
	Significant Accounting Policies
	The Company’s significant accounting policies are as follows:
	Revenue Recognition
	Property and casualty insurance premiums are earned on a pro rata basis over the lives of the policies and include accruals for ultimate premium revenue anticipated under auditable and retrospectively rated policies. Unearned premiums represent the premiums applicable to the unexpired terms of policies in force. An estimated allowance for doubtful accounts is recorded on the basis of periodic evaluations of balances due from insureds, management’s experience and current economic conditions. The Company charges off any balances that are determined to be uncollectible. The allowance for doubtful accounts included in premiums receivable and agents’ balances in the Consolidated Balance Sheets was $125 and $117 as of December 31, 2013 and 2012, respectively.
	Traditional life products premiums are recognized as revenue when due from policyholders. Group life, disability and accident premiums are generally both due from policyholders and recognized as revenue on a pro rata basis over the period of the contracts.
	Fee income for universal life-type contracts consists of policy charges for policy administration, cost of insurance charges and surrender charges assessed against policyholders’ account balances and are recognized in the period in which services are provided. The amounts collected from policyholders for investment and universal life-type contracts are considered deposits and are not included in revenue. Unearned revenue reserves, representing amounts assessed as consideration for policy origination of a universal life-type contract, are deferred and recognized in income over the period benefited, generally in proportion to estimated gross profits.
	The Company provides investment management, administrative and distribution services to mutual funds. The Company charges fees to these mutual funds which are primarily based on the average daily net asset values of the mutual funds and recorded as fee income in the period in which the services are provided. Commission fees are based on the sale proceeds and recognized at the time of the transaction. Transfer agent fees are assessed as a charge per account and recognized as fee income in the period in which the services are provided.
	Other revenues primarily consists of servicing revenues which are recognized as services are performed.
	Dividends to Policyholders
	Policyholder dividends are paid to certain property and casualty and life insurance policyholders. Policies that receive dividends are referred to as participating policies. Such dividends are accrued using an estimate of the amount to be paid based on underlying contractual obligations under policies and applicable state laws.
	Net written premiums for participating property and casualty insurance policies represented 10%, 10% and 9% of total net written premiums for the years ended December 31, 2013, 2012 and 2011, respectively. Participating dividends to policyholders were $16, $14 and $18 for the years ended December 31, 2013, 2012 and 2011, respectively.
	Total participating policies in-force represented 1% of the total life insurance policies in-force as of December 31, 2013, 2012 and 2011. Dividends to policyholders were $18, $20 and $17 for the years ended December 31, 2013, 2012 and 2011, respectively. There were no additional amounts of income allocated to participating policyholders. If limitations exist on the amount of net income from participating life insurance contracts that may be distributed to stockholder’s, the policyholder’s share of net income on those contracts that cannot be distributed is excluded from stockholder’s equity by a charge to operations and a credit to a liability.
	Fair Value
	The following financial instruments are carried at fair value in the Company’s Consolidated Financial Statements: fixed maturity and equity securities, available-for-sale (“AFS”); fixed maturities at fair value using fair value option (“FVO”); equity securities, trading; short-term investments; freestanding and embedded derivatives; certain limited partnerships and other alternative investments; separate account assets and certain other liabilities. For further discussion of fair value, see Note 5 - Fair Value Measurements of Notes to Consolidated Financial Statements.
	Investments
	Overview
	The Company’s investments in fixed maturities include bonds, structured securities, redeemable preferred stock and commercial paper. These investments, along with certain equity securities, which include common and non-redeemable preferred stocks, are classified as AFS and are carried at fair value. The after-tax difference from cost or amortized cost is reflected in stockholders’ equity as a component of Accumulated Other Comprehensive Income (Loss) (“AOCI”), after adjustments for the effect of deducting the life and pension policyholders’ share of the immediate participation guaranteed contracts and certain life and annuity deferred policy acquisition costs and reserve adjustments. Fixed maturities for which the Company elected the fair value option are classified as FVO and are carried at fair value with changes in value recorded in realized capital gains and losses on the Company's Consolidated Statements of Operations. The equity investments associated with the variable annuity products offered in Japan are recorded at fair value and are classified as trading with changes in fair value recorded in net investment income. Policy loans are carried at outstanding balance. Mortgage loans are recorded at the outstanding principal balance adjusted for amortization of premiums or discounts and net of valuation allowances. Short-term investments are carried at amortized cost, which approximates fair value. Limited partnerships and other alternative investments are reported at their carrying value with the change in carrying value primarily accounted for under the equity method and accordingly the Company’s share of earnings are included in net investment income. In addition, for investments in a wholly-owned fund of funds, the Company recognizes changes in the fair value of the underlying funds in net investment income, which is consistent with accounting requirements for investment companies. Recognition of income related to limited partnerships and other alternative investments is delayed due to the availability of the related financial information, as private equity and other funds are generally on a three-month delay and hedge funds are on a one-month delay. Accordingly, income for the years ended December 31, 2013, 2012, and 2011 may not include the full impact of current year changes in valuation of the underlying assets and liabilities of the funds, which are generally obtained from the limited partnerships and other alternative investments’ general partners. Other investments primarily consist of derivatives instruments which are carried at fair value.
	Recognition and Presentation of Other-Than-Temporary Impairments
	The Company deems bonds and certain equity securities with debt-like characteristics (collectively “debt securities”) to be other-than-temporarily impaired (“impaired”) if a security meets the following conditions: a) the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value, or b) the Company does not expect to recover the entire amortized cost basis of the security. If the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value, a charge is recorded in net realized capital losses equal to the difference between the fair value and amortized cost basis of the security. For those impaired debt securities which do not meet the first condition and for which the Company does not expect to recover the entire amortized cost basis, the difference between the security’s amortized cost basis and the fair value is separated into the portion representing a credit other-than-temporary impairment (“impairment”), which is recorded in net realized capital losses, and the remaining impairment, which is recorded in OCI. Generally, the Company determines a security’s credit impairment as the difference between its amortized cost basis and its best estimate of expected future cash flows discounted at the security’s effective yield prior to impairment. The remaining non-credit impairment, which is recorded in OCI, is the difference between the security’s fair value and the Company’s best estimate of expected future cash flows discounted at the security’s effective yield prior to the impairment, which typically represents current market liquidity and risk premiums. The previous amortized cost basis less the impairment recognized in net realized capital losses becomes the security’s new cost basis. The Company accretes the new cost basis to the estimated future cash flows over the expected remaining life of the security by prospectively adjusting the security’s yield, if necessary.
	The Company’s evaluation of whether a credit impairment exists for debt securities includes but is not limited to, the following factors: (a) changes in the financial condition of the security’s underlying collateral, (b) whether the issuer is current on contractually obligated interest and principal payments, (c) changes in the financial condition, credit rating and near-term prospects of the issuer, (d) the extent to which the fair value has been less than the amortized cost of the security and (e) the payment structure of the security. The Company’s best estimate of expected future cash flows used to determine the credit loss amount is a quantitative and qualitative process that incorporates information received from third-party sources along with certain internal assumptions and judgments regarding the future performance of the security. The Company’s best estimate of future cash flows involves assumptions including, but not limited to, various performance indicators, such as historical and projected default and recovery rates, credit ratings, current and projected delinquency rates, and loan-to-value ("LTV") ratios. In addition, for structured securities, the Company considers factors including, but not limited to, average cumulative collateral loss rates that vary by vintage year, commercial and residential property value declines that vary by property type and location and commercial real estate delinquency levels. These assumptions require the use of significant management judgment and include the probability of issuer default and estimates regarding timing and amount of expected recoveries which may include estimating the underlying collateral value. In addition, projections of expected future debt security cash flows may change based upon new information regarding the performance of the issuer and/or underlying collateral such as changes in the projections of the underlying property value estimates.
	For equity securities where the decline in the fair value is deemed to be other-than-temporary, a charge is recorded in net realized capital losses equal to the difference between the fair value and cost basis of the security. The previous cost basis less the impairment becomes the security’s new cost basis. The Company asserts its intent and ability to retain those equity securities deemed to be temporarily impaired until the price recovers. Once identified, these securities are systematically restricted from trading unless approved by investment and accounting professionals. The investment and accounting professionals will only authorize the sale of these securities based on predefined criteria that relate to events that could not have been reasonably foreseen. Examples of the criteria include, but are not limited to, the deterioration in the issuer’s financial condition, security price declines, a change in regulatory requirements or a major business combination or major disposition.
	The primary factors considered in evaluating whether an impairment exists for an equity security include, but are not limited to: (a) the length of time and extent to which the fair value has been less than the cost of the security, (b) changes in the financial condition, credit rating and near-term prospects of the issuer, (c) whether the issuer is current on preferred stock dividends and (d) the intent and ability of the Company to retain the investment for a period of time sufficient to allow for recovery.
	Mortgage Loan Valuation Allowances
	The Company’s security monitoring process reviews mortgage loans on a quarterly basis to identify potential credit losses. Commercial mortgage loans are considered to be impaired when management estimates that, based upon current information and events, it is probable that the Company will be unable to collect amounts due according to the contractual terms of the loan agreement. Criteria used to determine if an impairment exists include, but are not limited to: current and projected macroeconomic factors, such as unemployment rates, and property-specific factors such as rental rates, occupancy levels, LTV ratios and debt service coverage ratios (“DSCR”). In addition, the Company considers historic, current and projected delinquency rates and property values. These assumptions require the use of significant management judgment and include the probability and timing of borrower default and loss severity estimates. In addition, projections of expected future cash flows may change based upon new information regarding the performance of the borrower and/or underlying collateral such as changes in the projections of the underlying property value estimates.
	For mortgage loans that are deemed impaired, a valuation allowance is established for the difference between the carrying amount and the Company’s share of either (a) the present value of the expected future cash flows discounted at the loan’s effective interest rate, (b) the loan’s observable market price or, most frequently, (c) the fair value of the collateral. A valuation allowance has been established for either individual loans or as a projected loss contingency for loans with an LTV ratio of 90% or greater and consideration of other credit quality factors, including DSCR. Changes in valuation allowances are recorded in net realized capital gains and losses. Interest income on impaired loans is accrued to the extent it is deemed collectible and the loans continue to perform under the original or restructured terms. Interest income ceases to accrue for loans when it is probable that the Company will not receive interest and principal payments according to the contractual terms of the loan agreement. Loans may resume accrual status when it is determined that sufficient collateral exists to satisfy the full amount of the loan and interest payments, as well as when it is probable cash will be received in the foreseeable future. Interest income on defaulted loans is recognized when received.
	Net Realized Capital Gains and Losses
	Net realized capital gains and losses from investment sales are reported as a component of revenues and are determined on a specific identification basis, as well as changes in value associated with fixed maturities for which the fair value option was elected. Net realized capital gains and losses also result from fair value changes in derivatives contracts (both free-standing and embedded) that do not qualify, or are not designated, as a hedge for accounting purposes, ineffectiveness on derivatives that qualify for hedge accounting treatment, and the change in value of derivatives in certain fair-value hedge relationships and their associated hedged asset. Impairments and mortgage loan valuation allowances are recognized as net realized capital losses in accordance with the Company’s impairment and mortgage loan valuation allowance policies previously discussed above. Foreign currency transaction remeasurements are also included in net realized capital gains and losses.
	Net Investment Income
	Interest income from fixed maturities and mortgage loans is recognized when earned on the constant effective yield method based on estimated timing of cash flows. The amortization of premium and accretion of discount for fixed maturities also takes into consideration call and maturity dates that produce the lowest yield. For securitized financial assets subject to prepayment risk, yields are recalculated and adjusted periodically to reflect historical and/or estimated future repayments using the retrospective method; however, if these investments are impaired, any yield adjustments are made using the prospective method. Prepayment fees on fixed maturities and mortgage loans are recorded in net investment income when earned. For equity securities, available-for-sale, dividends will be recognized as investment income on the ex-divided date. Limited partnerships and other alternative investments primarily use the equity method of accounting to recognize the Company’s share of earnings; however, the Company also uses investment fund accounting applied to a wholly-owned fund of funds. For impaired debt securities, the Company accretes the new cost basis to the estimated future cash flows over the expected remaining life of the security by prospectively adjusting the security’s yield, if necessary. The Company’s non-income producing investments were not material for the years ended December 31, 2013, 2012 and 2011.
	Net investment income on equity securities, trading, includes dividend income and the changes in market value of the securities associated with the variable annuity products previously sold in Japan. The returns on these policyholder-directed investments inure to the benefit of the variable annuity policyholders but the underlying funds do not meet the criteria for separate account reporting. Accordingly, these assets are reflected in the Company’s general account and the returns credited to the policyholders are reflected in interest credited, a component of benefits, losses and loss adjustment expenses.
	Derivative Instruments
	Overview
	The Company utilizes a variety of over-the-counter ("OTC") derivatives, including transactions cleared through a central clearing house ("OTC-cleared"), and exchange-traded derivative instruments as part of its overall risk management strategy. The types of instruments may include swaps, caps, floors, forwards, futures and options to achieve one of four Company-approved objectives: to hedge risk arising from interest rate, equity market, credit spread and issuer default, price or currency exchange rate risk or volatility; to manage liquidity; to control transaction costs; or to enter into replication transactions.
	Interest rate, volatility, dividend, credit default and index swaps involve the periodic exchange of cash flows with other parties, at specified intervals, calculated using agreed upon rates or other financial variables and notional principal amounts. Generally, no cash or principal payments are exchanged at the inception of the contract. Typically, at the time a swap is entered into, the cash flow streams exchanged by the counterparties are equal in value.
	Interest rate cap and floor contracts entitle the purchaser to receive from the issuer at specified dates, the amount, if any, by which a specified market rate exceeds the cap strike interest rate or falls below the floor strike interest rate, applied to a notional principal amount. A premium payment is made by the purchaser of the contract at its inception and no principal payments are exchanged.
	Forward contracts are customized commitments that specify a rate of interest or currency exchange rate to be paid or received on an obligation beginning on a future start date and are typically settled in cash.
	Financial futures are standardized commitments to either purchase or sell designated financial instruments, at a future date, for a specified price and may be settled in cash or through delivery of the underlying instrument. Futures contracts trade on organized exchanges. Margin requirements for futures are met by pledging securities or cash, and changes in the futures’ contract values are settled daily in cash.
	Option contracts grant the purchaser, for a premium payment, the right to either purchase from or sell to the issuer a financial instrument at a specified price, within a specified period or on a stated date.
	Foreign currency swaps exchange an initial principal amount in two currencies, agreeing to re-exchange the currencies at a future date, at an agreed upon exchange rate. There may also be a periodic exchange of payments at specified intervals calculated using the agreed upon rates and exchanged principal amounts.
	The Company’s derivative transactions are used in strategies permitted under the derivative use plans required by the State of Connecticut, the State of Illinois and the State of New York insurance departments.
	Accounting and Financial Statement Presentation of Derivative Instruments and Hedging Activities
	Derivative instruments are recognized on the Consolidated Balance Sheets at fair value and are reported in Other Investments and Other Liabilities. For balance sheet presentation purposes, the Company has elected to offset the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty or under a master netting agreement, which provides the Company with the legal right of offset.
	During 2013, the Company began clearing interest rate swap and certain credit default swap derivative transactions through central clearing houses. OTC-cleared derivatives require initial collateral at the inception of the trade in the form of cash or highly liquid collateral, such as U.S. Treasuries and government agency investments. Central clearing houses also require additional cash collateral as variation margin based on daily market value movements. For information on collateral, see the derivative collateral arrangements section in Note 6 - Investments and Derivative Instruments. In addition, OTC-cleared transactions include price alignment interest either received or paid on the variation margin, which is reflected in net investment income. The Company has also elected to offset the fair value amounts, income accruals and related cash collateral receivables and payables of OTC-cleared derivative instruments based on clearing house agreements.
	On the date the derivative contract is entered into, the Company designates the derivative as (1) a hedge of the fair value of a recognized asset or liability (“fair value” hedge), (2) a hedge of the variability in cash flows of a forecasted transaction or of amounts to be received or paid related to a recognized asset or liability (“cash flow” hedge), (3) a hedge of a net investment in a foreign operation (“net investment” hedge) or (4) held for other investment and/or risk management purposes, which primarily involve managing asset or liability related risks and do not qualify for hedge accounting.
	Fair Value Hedges
Changes in the fair value of a derivative that is designated and qualifies as a fair value hedge, including foreign-currency fair value hedges, along with the changes in the fair value of the hedged asset or liability that is attributable to the hedged risk, are recorded in current period earnings with any differences between the net change in fair value of the derivative and the hedged item representing the hedge ineffectiveness. Periodic cash flows and accruals of income/expense (“periodic derivative net coupon settlements”) are recorded in the line item of the consolidated statements of operations in which the cash flows of the hedged item are recorded.
Cash Flow Hedges
Changes in the fair value of a derivative that is designated and qualifies as a cash flow hedge, including foreign-currency cash flow hedges, are recorded in AOCI and are reclassified into earnings when the variability of the cash flow of the hedged item impacts earnings. Gains and losses on derivative contracts that are reclassified from AOCI to current period earnings are included in the line item in the consolidated statements of operations in which the cash flows of the hedged item are recorded. Any hedge ineffectiveness is recorded immediately in current period earnings as net realized capital gains and losses. Periodic derivative net coupon settlements are recorded in the line item of the consolidated statements of operations in which the cash flows of the hedged item are recorded.
Net Investment in a Foreign Operation Hedges
Changes in fair value of a derivative used as a hedge of a net investment in a foreign operation, to the extent effective as a hedge, are recorded in the foreign currency translation adjustments account within AOCI. Cumulative changes in fair value recorded in AOCI are reclassified into earnings upon the sale or complete, or substantially complete, liquidation of the foreign entity. Any hedge ineffectiveness is recorded immediately in current period earnings as net realized capital gains and losses. Periodic derivative net coupon settlements are recorded in the line item of the consolidated statements of operations in which the cash flows of the hedged item are recorded.
Other Investment and/or Risk Management Activities
The Company’s other investment and/or risk management activities primarily relate to strategies used to reduce economic risk or replicate permitted investments and do not receive hedge accounting treatment. Changes in the fair value, including periodic derivative net coupon settlements, of derivative instruments held for other investment and/or risk management purposes are reported in current period earnings as net realized capital gains and losses.
Hedge Documentation and Effectiveness Testing
To qualify for hedge accounting treatment, a derivative must be highly effective in mitigating the designated changes in fair value or cash flow of the hedged item. At hedge inception, the Company formally documents all relationships between hedging instruments and hedged items, as well as its risk-management objective and strategy for undertaking each hedge transaction. The documentation process includes linking derivatives that are designated as fair value, cash flow, or net investment hedges to specific assets or liabilities on the balance sheet or to specific forecasted transactions and defining the effectiveness and ineffectiveness testing methods to be used. The Company also formally assesses both at the hedge’s inception and ongoing on a quarterly basis, whether the derivatives that are used in hedging transactions have been and are expected to continue to be highly effective in offsetting changes in fair values or cash flows of hedged items. Hedge effectiveness is assessed primarily using quantitative methods as well as using qualitative methods. Quantitative methods include regression or other statistical analysis of changes in fair value or cash flows associated with the hedge relationship. Qualitative methods may include comparison of critical terms of the derivative to the hedged item. Hedge ineffectiveness of the hedge relationships are measured each reporting period using the “Change in Variable Cash Flows Method”, the “Change in Fair Value Method”, the “Hypothetical Derivative Method”, or the “Dollar Offset Method”.
Discontinuance of Hedge Accounting
The Company discontinues hedge accounting prospectively when (1) it is determined that the derivative is no longer highly effective in offsetting changes in the fair value or cash flows of a hedged item; (2) the derivative is de-designated as a hedging instrument; or (3) the derivative expires or is sold, terminated or exercised.
When hedge accounting is discontinued because it is determined that the derivative no longer qualifies as an effective fair-value hedge, the derivative continues to be carried at fair value on the balance sheet with changes in its fair value recognized in current period earnings. Changes in the fair value of the hedged item attributable to the hedged risk is no longer adjusted through current period earnings and the existing basis adjustment is amortized to earnings over the remaining life of the hedge item through the applicable earnings component associated with the hedged item.
When hedge accounting is discontinued because the Company becomes aware that it is not probable that the forecasted transaction will occur, the derivative continues to be carried on the balance sheet at its fair value, and gains and losses that were accumulated in AOCI are recognized immediately in earnings.
In other situations in which hedge accounting is discontinued on a cash-flow hedge, including those where the derivative is sold, terminated or exercised, amounts previously deferred in AOCI are reclassified into earnings when earnings are impacted by the variability of the cash flow of the hedged item.
Embedded Derivatives
The Company purchases and issues financial instruments and products that contain embedded derivative instruments. When it is determined that (1) the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract, and (2) a separate instrument with the same terms would qualify as a derivative instrument, the embedded derivative is bifurcated from the host for measurement purposes. The embedded derivative, which is reported with the host instrument in the consolidated balance sheets, is carried at fair value with changes in fair value reported in net realized capital gains and losses.
Credit Risk
Credit risk is defined as the risk of financial loss due to uncertainty of an obligor’s or counterparty’s ability or willingness to meet its obligations in accordance with agreed upon terms. Credit exposures are measured using the market value of the derivatives, resulting in amounts owed to the Company by its counterparties or potential payment obligations from the Company to its counterparties. The Company generally requires that OTC derivative contracts, other than certain forward contracts, be governed by International Swaps and Derivatives Association ("ISDA") agreements which are structured by legal entity and by counterparty, and permit right of offset. These agreements require daily collateral settlement based upon agreed upon thresholds. For purposes of daily derivative collateral maintenance, credit exposures are generally quantified based on the prior business day’s market value and collateral is pledged to and held by, or on behalf of, the Company to the extent the current value of the derivatives exceed the contractual thresholds. For the Company’s domestic derivative programs, the maximum uncollateralized threshold for a derivative counterparty for a single legal entity is $10. The Company also minimizes the credit risk of derivative instruments by entering into transactions with high quality counterparties rated A or better, which are monitored and evaluated by the Company’s risk management team and reviewed by senior management. OTC-cleared derivatives are governed by clearing house rules. Transactions cleared through a central clearing house reduce risk due to their ability to require daily variation margin, monitor the Company's ability to request additional collateral in the event of a counterparty downgrade, and act as an independent valuation source. In addition, the Company monitors counterparty credit exposure on a monthly basis to ensure compliance with Company policies and statutory limitations.
Cash
Cash represents cash on hand and demand deposits with banks or other financial institutions.
Reinsurance
The Company cedes insurance to affiliated and unaffiliated insurers in order to limit its maximum losses and to diversify its exposures and provide statutory surplus relief. Such arrangements do not relieve the Company of its primary liability to policyholders. Failure of reinsurers to honor their obligations could result in losses to the Company. The Company also assumes reinsurance from other insurers and is a member of and participates in reinsurance pools and associations. Assumed reinsurance refers to the Company’s acceptance of certain insurance risks that other insurance companies have underwritten.
Reinsurance accounting is followed for ceded and assumed transactions that provide indemnification against loss or liability relating to insurance risk (i.e. risk transfer). To meet risk transfer requirements, a reinsurance agreement must include insurance risk, consisting of underwriting, investment, and timing risk, and a reasonable possibility of a significant loss to the reinsurer. If the ceded and assumed transactions do not meet risk transfer requirements, the Company accounts for these transactions as financing transactions.
Premiums, benefits, losses and loss adjustment expenses reflect the net effects of ceded and assumed reinsurance transactions. Included in other assets are prepaid reinsurance premiums, which represent the portion of premiums ceded to reinsurers applicable to the unexpired terms of the reinsurance contracts. Included in reinsurance recoverables are balances due from reinsurance companies for paid and unpaid losses and loss adjustment expenses and are presented net of an allowance for uncollectible reinsurance.
The Company also is a member of and participates in several reinsurance pools and associations. The Company evaluates the financial condition of its reinsurers and concentrations of credit risk. Reinsurance is placed with reinsurers that meet strict financial criteria established by the Company. The Company entered into two reinsurance transactions upon completion of the sales of its Retirement Plans and Individual Life businesses in January 2013. For further discussion of these transactions, see Note 2 - Business Dispositions and Note 7 - Reinsurance of Notes to Consolidated Financial Statements.
Deferred Policy Acquisition Costs and Present Value of Future Profits
Deferred policy acquisition costs ("DAC") represent costs that are directly related to the acquisition of new and renewal insurance contracts and incremental direct costs of contract acquisition that are incurred in transactions with either independent third parties or employees. Such costs primarily include commissions, premium taxes, costs of policy issuance and underwriting, and certain other expenses that are directly related to successfully issued contracts.
For property and casualty insurance products and group life, disability and accident contracts, costs are deferred and amortized ratably over the period the related premiums are earned. Deferred acquisition costs are reviewed to determine if they are recoverable from future income, and if not, are charged to expense. Anticipated investment income is considered in the determination of the recoverability of DAC. For the years ended December 31, 2013, 2012 and 2011, no amount of DAC was charged to expense based on the determination of recoverability.
For life insurance products, the DAC asset, which includes the present value of future profits, related to most universal life-type contracts (including variable annuities) is amortized over the estimated life of the contracts acquired in proportion to the present value of estimated gross profits (“EGPs”). EGPs are also used to amortize other assets and liabilities in the Company’s Consolidated Balance Sheets, such as, sales inducement assets (“SIA”) and unearned revenue reserves (“URR”). Components of EGPs are used to determine reserves for universal life-type contracts (including variable annuities) with death or other insurance benefits such as guaranteed minimum death, guaranteed minimum income and universal life secondary guarantee benefits. These benefits are accounted for and collectively referred to as death and other insurance benefit reserves and are held in addition to the account value liability representing policyholder funds.
For most life insurance product contracts, the Company estimates gross profits over 20 years as EGPs emerging subsequent to that timeframe are immaterial. Products sold in a particular year are aggregated into cohorts. Future gross profits for each cohort are projected over the estimated lives of the underlying contracts, based on future account value projections for variable annuity and variable universal life products. The projection of future account values requires the use of certain assumptions including: separate account returns; separate account fund mix; fees assessed against the contract holder’s account balance; surrender and lapse rates; interest margin; mortality; and the extent and duration of hedging activities and hedging costs.
The Company determines EGPs from a single deterministic reversion to mean (“RTM”) separate account return projection which is an estimation technique commonly used by insurance entities to project future separate account returns. Through this estimation technique, the Company’s DAC model is adjusted to reflect actual account values at the end of each quarter. Through consideration of recent market returns, the Company will unlock, or adjust, projected returns over a future period so that the account value returns to the long-term expected rate of return, providing that those projected returns do not exceed certain caps or floors. This Unlock for future separate account returns is determined each quarter.
In the third quarter of each year, the Company completes a comprehensive non-market related policyholder behavior assumption study and incorporates the results of those studies into its projection of future gross profits. Additionally, throughout the year, the Company evaluates various aspects of policyholder behavior and periodically revises its policyholder assumptions as credible emerging data indicates that changes are warranted. The Company will continue to evaluate its assumptions related to policyholder behavior as initiatives to reduce the size of the variable annuity business are implemented by management. Upon completion of an annual assumption study or evaluation of credible new information, the Company will revise its assumptions to reflect its current best estimate. These assumption revisions will change the projected account values and the related EGPs in the DAC, SIA and URR amortization models, as well as, the death and other insurance benefit reserving models.
All assumption changes that affect the estimate of future EGPs including the update of current account values, the use of the RTM estimation technique and policyholder behavior assumptions are considered an Unlock in the period of revision. An Unlock adjusts the DAC, SIA, URR and death and other insurance benefit reserve balances in the Consolidated Balance Sheets with an offsetting benefit or charge in the Consolidated Statements of Operations in the period of the revision. An Unlock revises EGPs to reflect the Company’s current best estimate assumptions. The Company also tests the aggregate recoverability of DAC by comparing the existing DAC balance to the present value of future EGPs. An Unlock that results in an after-tax benefit generally occurs as a result of actual experience or future expectations of product profitability being favorable compared to previous estimates. An Unlock that results in an after-tax charge generally occurs as a result of actual experience or future expectations of product profitability being unfavorable compared to previous estimates.
Income Taxes
The Company recognizes taxes payable or refundable for the current year and deferred taxes for the tax consequences of differences between the financial reporting and tax basis of assets and liabilities. Deferred tax assets and liabilities are measured using enacted tax rates expected to apply to taxable income in the years the temporary differences are expected to reverse.
Goodwill
Goodwill represents the excess of costs over the fair value of net assets acquired. Goodwill is not amortized but is reviewed for impairment at least annually or more frequently if events occur or circumstances change that would indicate that a triggering event for a potential impairment has occurred. During the fourth quarter of 2011, the Company changed the date of its annual impairment test for all reporting units to October 31st. As a result, all reporting units performed an impairment test on October 31, 2011 in addition to the annual impairment tests performed on January 1st or October 1st, 2011, as applicable. The change was made to be consistent across all reporting units and to more closely align the impairment testing date with the long-range planning and forecasting process. The Company has determined that this change in accounting principle is preferable under the circumstances and does not result in any delay, acceleration or avoidance of impairment. As it was impracticable to objectively determine projected cash flows and related valuation estimates as of each October 31 for periods prior to October 31, 2011, without applying information that has been learned since those periods, the Company has prospectively applied the change in the annual goodwill impairment testing date from October 31, 2011.
The goodwill impairment test follows a two-step process. In the first step, the fair value of a reporting unit is compared to its carrying value. If the carrying value of a reporting unit exceeds its fair value, the second step of the impairment test is performed for purposes of measuring the impairment. In the second step, the fair value of the reporting unit is allocated to all of the assets and liabilities of the reporting unit to determine an implied goodwill value. If the carrying amount of the reporting unit’s goodwill exceeds the implied goodwill value, an impairment loss is recognized in an amount equal to that excess.
Management’s determination of the fair value of each reporting unit incorporates multiple inputs into discounted cash flow calculations, including assumptions that market participants would make in valuing the reporting unit. Assumptions include levels of economic capital, future business growth, earnings projections and assets under management for certain reporting units and the weighted average cost of capital used for purposes of discounting. Decreases in the amount of economic capital allocated to a reporting unit, decreases in business growth, decreases in earnings projections and increases in the weighted average cost of capital will all cause a reporting unit’s fair value to decrease.
Goodwill within Corporate is primarily attributed to the Company’s “buy-back” of Hartford Life, Inc. in 2000 and was allocated to each of Hartford Life’s reporting units based on the reporting unit’s fair value of in-force business at the buy-back date. Although this goodwill was allocated to each reporting unit, it is held in Corporate for segment reporting.
Property and Equipment
Property and equipment is carried at cost net of accumulated depreciation. Depreciation is based on the estimated useful lives of the various classes of property and equipment and is determined principally on the straight-line method. Accumulated depreciation was $2.2 billion and $2.0 billion as of December 31, 2013 and 2012, respectively. Depreciation expense was $174, $183, and $216 for the years ended December 31, 2013, 2012 and 2011, respectively.
Separate Accounts, Death Benefits and Other Insurance Benefit Features
The Company records the variable account value portion of variable annuity and variable life insurance products and institutional and governmental investment contracts within separate accounts. Separate account assets are reported at fair value and separate account liabilities are reported at amounts consistent with separate account assets. Investment income and gains and losses from those separate account assets accrue directly to the policyholder, who assumes the related investment risk, and are offset by the related liability changes reported in the same line item in the Consolidated Statements of Operations. The Company earns fees for investment management, certain administrative expenses, and mortality and expense risks assumed which are reported in fee income.
Certain contracts classified as universal life-type include death and other insurance benefit features including GMDB and GMIB, offered with variable annuity contracts. GMDBs and GMIBs have been written in various forms. These death and other insurance benefit features require an additional liability be held above the account value liability representing the policyholders’ funds. This liability is reported in reserve for future policy benefits in the Company’s Consolidated Balance Sheets. Changes in the death and other insurance benefit reserves are recorded in benefits, losses and loss adjustment expenses in the Company’s Consolidated Statements of Operations.
The death and other insurance benefit liability is determined by estimating the expected present value of the benefits in excess of the policyholder’s expected account value in proportion to the present value of total expected fees. The liability is accrued as actual fees are earned. The expected present value of benefits and fees are generally derived from a set of stochastic scenarios, that have been calibrated to our RTM separate account returns, and assumptions including market rates of return, volatility, discount rates, lapse rates and mortality experience. Consistent with the Company’s policy on the Unlock, the Company regularly evaluates estimates used and adjusts the additional liability balance, with a related charge or credit to benefits, losses and loss adjustment expense. For further information on the Unlock, see the Deferred Policy Acquisition Costs and Present Value of Future Benefits accounting policy section within this footnote.
The Company reinsures a portion of its in-force GMDB and all of its UL secondary guarantees. The death and other insurance benefit reserves, net of reinsurance, are established by estimating the expected value of net reinsurance costs and death and other insurance benefits in excess of the projected account balance. The additional death and other insurance benefits and net reinsurance costs are recognized ratably over the accumulation period based on total expected assessments.
Reserve for Future Policy Benefits and Unpaid Losses and Loss Adjustment Expenses
Property and Casualty Insurance Products
The Hartford establishes property and casualty insurance products reserves to provide for the estimated costs of paying claims under insurance policies written by the Company. These reserves include estimates for both claims that have been reported and those that have been incurred but not reported, and include estimates of all losses and loss adjustment expenses associated with processing and settling these claims. Estimating the ultimate cost of future losses and loss adjustment expenses is an uncertain and complex process. This estimation process is based significantly on the assumption that past developments are an appropriate predictor of future events, and involves a variety of actuarial techniques that analyze experience, trends and other relevant factors. The uncertainties involved with the reserving process have become increasingly difficult due to a number of complex factors including social and economic trends and changes in the concepts of legal liability and damage awards. Accordingly, final claim settlements may vary from the present estimates, particularly when those payments may not occur until well into the future.
The Hartford regularly reviews the adequacy of its estimated losses and loss adjustment expense reserves by line of business within the various reporting segments. Adjustments to previously established reserves are reflected in the operating results of the period in which the adjustment is determined to be necessary. Such adjustments could possibly be significant, reflecting any variety of new and adverse or favorable trends.
Most of the Company’s property and casualty insurance products reserves are not discounted. However, the Company has discounted liabilities funded through structured settlements and has discounted certain reserves for indemnity payments due to permanently disabled claimants under workers’ compensation policies. Structured settlements are agreements that provide fixed periodic payments to claimants and include annuities purchased to fund unpaid losses for permanently disabled claimants and, prior to 2008, agreements that funded loss run-offs for unrelated parties. Most of the annuities have been issued by the Company and these structured settlements are recorded at present value as annuity obligations, either within the reserve for future policy benefits if the annuity benefits are life-contingent or within other policyholder funds and benefits payable if the annuity benefits are not life-contingent. If not funded through an annuity, reserves for certain indemnity payments due to permanently disabled claimants under workers’ compensation policies are recorded as property and casualty insurance products reserves and were discounted to present value at an average interest rate of 3.5% in 2013 and 4.0% in 2012.
Life Insurance Products
Liabilities for future policy benefits are calculated by the net level premium method using interest, withdrawal and mortality assumptions appropriate at the time the policies were issued. The methods used in determining the liability for unpaid losses and future policy benefits are standard actuarial methods recognized by the American Academy of Actuaries. For the tabular reserves, discount rates are based on the Company’s earned investment yield and the morbidity/mortality tables used are standard industry tables modified to reflect the Company’s actual experience when appropriate. In particular, for the Company’s group disability known claim reserves, the morbidity table for the early durations of claim is based exclusively on the Company’s experience, incorporating factors such as gender, elimination period and diagnosis. These reserves are computed such that they are expected to meet the Company’s future policy obligations. Future policy benefits are computed at amounts that, with additions from estimated premiums to be received and with interest on such reserves compounded annually at certain assumed rates, are expected to be sufficient to meet the Company’s policy obligations at their maturities or in the event of an insured’s death. Changes in or deviations from the assumptions used for mortality, morbidity, expected future premiums and interest can significantly affect the Company’s reserve levels and related future operations.
Liabilities for the Company’s group life and disability contracts, as well as its individual term life insurance policies, include amounts for unpaid losses and future policy benefits. Liabilities for unpaid losses include estimates of amounts to fully settle known reported claims, as well as claims related to insured events that the Company estimates have been incurred but have not yet been reported. These reserve estimates are based on known facts and interpretations of circumstances, and consideration of various internal factors including The Hartford’s experience with similar cases, historical trends involving claim payment patterns, loss payments, pending levels of unpaid claims, loss control programs and product mix. In addition, the reserve estimates are influenced by consideration of various external factors including court decisions, economic conditions and public attitudes. The effects of inflation are implicitly considered in the reserving process. Group life and disability contracts with long tail claim liabilities are discounted because the payment pattern and the ultimate costs are reasonably fixed and determinable on an individual claim basis. These reserves were discounted to present value using a weighted average interest rate of 4.71% in 2013 and 4.86% in 2012.
Other Policyholder Funds and Benefits Payable
Other policyholder funds and benefits payable consist of non-variable account values associated with universal life-type contracts and investment contracts.
Universal life-type contracts consist of fixed and variable annuities and universal life insurance. The liability for universal life-type contracts is equal to the balance that accrues to the benefit of the policyholders as of the financial statement date, including credited interest, amounts that have been assessed to compensate the Company for services to be performed over future periods, and any amounts previously assessed against policyholders that are refundable on termination of the contract.
Investment contracts consist of institutional and governmental products, without life contingencies, including funding agreements, certain structured settlements and guaranteed investment contracts. The liability for investment contracts is equal to the balance that accrues to the benefit of the contract holder as of the financial statement date, which includes the accumulation of deposits plus credited interest, less withdrawals and amounts assessed through the financial statement date. Contract holder funds include funding agreements held by Variable Interest Entities issuing medium-term notes.
Foreign Currency Translation
Foreign currency translation gains and losses are reflected in stockholders’ equity as a component of accumulated other comprehensive income (loss). The Company’s foreign subsidiaries’ balance sheet accounts are translated at the exchange rates in effect at each year end and income statement accounts are translated at the average rates of exchange prevailing during the year. The national currencies of the international operations are generally their functional currencies.

Business_Dispositions

Business Dispositions	12 Months Ended
	Dec. 31, 2013
Discontinued Operations and Disposal Groups [Abstract]	'
Business Dispositions	'
	Sale of Retirement Plans
	On January 1, 2013, the Company completed the sale of its Retirement Plans business to MassMutual for a ceding commission of $355. The business sold included products and services provided to corporations pursuant to Section 401(k) of the Internal Revenue Code of 1986, as amended (the “Code”), and products and services provided to municipalities and not-for-profit organizations under Sections 457 and 403(b) of the Code, collectively referred to as government plans. The sale was structured as a reinsurance transaction and resulted in an after-tax loss of $24 for the year ended December 31, 2013. The after-tax loss is primarily driven by the reduction in goodwill that is non-deductible for income tax purposes. The Company recognized $634 in reinsurance loss on disposition offset by $634 in net realized capital gains for a $0 impact on income, pre-tax.
	Upon closing, the Company reinsured $9.2 billion of policyholder liabilities and $26.3 billion of separate account liabilities under an indemnity reinsurance arrangement. The reinsurance transaction does not extinguish the Company's primary liability on the insurance policies issued under the Retirement Plans business. The Company also transferred invested assets with a carrying value of $9.3 billion, net of the ceding commission, to MassMutual and recognized other non-cash decreases in assets totaling $200 relating to deferred acquisition costs, deferred income taxes, goodwill, property and equipment and other assets associated with the disposition. The Company will continue to sell retirement plans during a transition period of 18-24 months and MassMutual will assume all expenses and risk for these sales through the reinsurance agreement.
	The Retirement Plans business is included in the Talcott Resolution reporting segment. Retirement Plans total revenues were $706 and $766 and net income (loss) was ($39) and $3, for the years ended December 31, 2012 and 2011, respectively.
	Sale of Individual Life
	On January 2, 2013 the Company completed the sale of its Individual Life insurance business to Prudential for consideration of $615 consisting primarily of a ceding commission. The business sold included variable universal life, universal life, and term life insurance. The sale was structured as a reinsurance transaction and resulted in a loss on business disposition consisting of a reinsurance loss partially offset by realized capital gains. The Company recognized a reinsurance loss on business disposition of $533, pre-tax, which included a goodwill impairment charge of $342 and a loss accrual for premium deficiency of $191 for year ended December 31, 2012. The loss accrual of $191is included in other liabilities as of December 31, 2012. For additional information, Note 9 - Goodwill. Upon closing the Company recognized an additional $940 in reinsurance loss on disposition offset by $940 in realized capital gains for a $0 impact on income, pre-tax.
	Upon closing, the Company reinsured $8.7 billion of policyholder liabilities and $5.3 billion of separate account liabilities under indemnity reinsurance arrangements. The reinsurance transaction does not extinguish the Company's primary liability on the insurance policies issued under the Individual Life business. The Company also transferred invested assets with a carrying value of $8.0 billion, exclusive of $1.4 billion of assets supporting the modified coinsurance agreement, net of cash transferred in place of short-term investments, to Prudential and recognized other non-cash decreases in assets totaling $1.8 billion relating to deferred acquisition costs, deferred income taxes, property and equipment and other assets and other non-cash decreases in liabilities totaling $1.5 billion relating to other liabilities including the $191 loss accrual for premium deficiency, associated with the disposition. The Company will continue to sell life insurance products and riders during a transition period of 18-24 months and Prudential will assume all expenses and risk for these sales through the reinsurance agreement.
	The Individual Life business is included in the Talcott Resolution reporting segment. Individual Life total revenues were $1,381 and $1,385, respectively and net income (loss) was $(172) and $114, for the years ended December 31, 2012 and 2011, respectively.
	Composition of Invested Assets Transferred
	The following table presents invested assets transferred by the Company in connection with the sale of the Retirement Plans and Individual Life businesses in January 2013. In December 2012, the Company recognized intent-to-sell impairments of $177 and gains on derivatives hedging of $108 associated with the sale of these assets.
		As of December 31, 2012
		Carrying Value
	Total fixed maturities, AFS at fair value (amortized cost of $13,916) [1]	15,349
	Equity securities, AFS, at fair value (cost of $35) [2]	37
	Fixed maturities, at fair value using the FVO [3]	16
	Mortgage loans (net of allowances for loan losses of $1)	1,364
	Policy loans, at outstanding balance	582
	Total invested assets transferred	$	17,348
	[1] Includes $14.7 billion and $670 of securities in level 2 and 3 of the fair value hierarchy, respectively.
	[2] All equity securities transferred are included in level 2 of the fair value hierarchy.
	[3] All FVO securities transferred are included in level 3 of the fair value hierarchy.
	Purchase Agreement with Forethought Financial Group, Inc.
	On December 31, 2012, the Company completed the sale of its U.S. individual annuity new business capabilities to Forethought Financial Group. Effective May 1, 2012, all new U.S. annuity policies sold by the Company were reinsured to Forethought Life Insurance Company. The Company ceased the sale of such annuity policies and the reinsurance agreement terminated as to new business in the second quarter of 2013. The reinsurance agreement has no impact on in-force policies issued on or before April 27, 2012 and the impact of this transaction was not material to the Company's results of operations, financial position or liquidity. The Individual Annuity business is included in the Talcott Resolution reporting segment.
	Sale of Woodbury Financial Services, Inc.
	On November 30, 2012, the Company completed the sale of Woodbury Financial Services, Inc. ("Woodbury Financial Services", "WFS"), an indirect wholly-owned subsidiary, to AIG Advisor Group, Inc, a subsidiary of American International Group, Inc. The impact of the disposition of this business was not material to the Company's results of operations, financial position or liquidity. The WFS broker-dealer business is included in the Corporate reporting category.
	Servicing Agreement of Hartford Life Private Placement LLC
	On July 13, 2012, the Company closed a sale transaction with Philadelphia Financial Group, Inc. (“Philadelphia Financial”) whereby Philadelphia Financial acquired certain assets used to administer the Company's private placement life insurance (“PPLI”) businesses and will service the PPLI businesses. The Company retained certain corporate functions associated with this business as well as the mortality risk on the insurance policies. Upon closing, the Company recorded a deferred gain of $61 after-tax, which will be amortized over the estimated life of the underlying insurance policies. The PPLI business is included in the Talcott Resolution reporting segment.
	See Note 20 - Discontinued Operations of Notes to Consolidated Financial Statements for the sale of subsidiaries that are being reported as discontinued operations.

Earnings_Loss_per_Share

Earnings (Loss) per Share	12 Months Ended
	Dec. 31, 2013
Earnings Per Share [Abstract]	'
Earnings (Loss) Per Common Share	'
	Earnings (Loss) per Share
	The following table presents a reconciliation of net income (loss) and shares used in calculating basic earnings (loss) per common share to those used in calculating diluted earnings (loss) per common share.
		For the years ended December 31,
	(In millions, except for per share data)	2013			2012			2011
	Earnings
	Income (loss) from continuing operations
	Income (loss) from continuing operations, net of tax	$	310		$	(100	)	$	573
	Less: Preferred stock dividends	10			42			42
	Income (loss) from continuing operations, net of tax, available to common shareholders	300			(142		)	531
	Income (loss) from discontinued operations, net of tax	(134		)	62			139
	Net income (loss)
	Net income (loss)	176			(38		)	712
	Less: Preferred stock dividends	10			42			42
	Net income (loss) available to common shareholders	$	166		$	(80	)	$	670
	Shares
	Weighted average common shares outstanding, basic	447.7			437.7			445
	Dilutive effect of warrants	32.2			—			31.9
	Dilutive effect of stock compensation plans	4.5			—			1.1
	Weighted average shares outstanding and dilutive potential common shares	484.4			437.7			478
	Earnings (loss) per common share
	Basic
	Income (loss) from continuing operations, net of tax, available to common shareholders	$	0.67		$	(0.32	)	$	1.19
	Income (loss) from discontinued operations, net of tax	(0.30		)	0.14			0.32
	Net income (loss) available to common shareholders	$	0.37		$	(0.18	)	$	1.51
	Diluted
	Income (loss) from continuing operations, net of tax, available to common shareholders	$	0.62		$	(0.32	)	$	1.11
	Income (loss) from discontinued operations, net of tax	(0.28		)	0.14			0.29
	Net income (loss) available to common shareholders	$	0.34		$	(0.18	)	$	1.4
	Basic earnings per share is computed based on the weighted average number of common shares outstanding during the year. Diluted earnings per share includes the dilutive effect of assumed exercise or issuance of warrants and stock-based awards under compensation plans, and assumed conversion of preferred shares to common using the treasury stock method.
	Under the treasury stock method, for warrants and stock-based awards, shares are assumed to be issued and then reduced for the number of shares repurchaseable with theoretical proceeds at the average market price for the period. Contingently issuable shares are included for the number of shares issuable assuming the end of the reporting period was the end of the contingency period, if dilutive.
	As a result of the losses available to common shareholders for the year ended December 31, 2012, the Company was required to use basic weighted average common shares outstanding in the calculation of diluted loss per share, since the inclusion of shares for warrants of 26.0 million, stock compensation plans of 2.2 million and mandatory convertible preferred shares, along with the related dividend adjustment, of 20.9 million, would have been antidilutive to the earnings (loss) per share calculations. Had there been income available to common shareholders in 2012, weighted average common shares outstanding and dilutive potential common shares would have totaled 486.8 million
	Under the if-converted method for mandatory convertible preferred stock (see Note 16 - Equity) the conversion to common shares is assumed if the inclusion of these shares and the related dividend adjustment are dilutive to the earnings per share calculation. For the year ended December 31, 2011, 20.7 million shares for mandatory convertible preferred shares, along with the related dividend adjustment, would have been antidilutive to the earnings per share calculations. Assuming the impact of the mandatory convertible preferred shares was not antidilutive, weighted average common shares outstanding and dilutive potential common shares would have totaled 498.7 million, for the year ended December 31, 2011.
	On March 30, 2012 the Company entered into an agreement with Allianz and repurchased the outstanding Series B and Series C warrants (see Note 16 - Equity). As a result, Allianz no longer holds potentially dilutive outstanding warrants.

Segment_Information

Segment Information	12 Months Ended
	Dec. 31, 2013
Segment Reporting [Abstract]	'
Segment Information	'
	Segment Information
	The Company currently conducts business principally in six reporting segments, as well as a Corporate category. The Company’s reporting segments, as well as the Corporate category, are as follows:
	Property & Casualty Commercial
	Property & Casualty Commercial provides workers’ compensation, property, automobile, marine, livestock, liability and umbrella coverages primarily throughout the United States (“U.S.”), along with a variety of customized insurance products and risk management services including professional liability, fidelity, surety, and specialty casualty coverages.
	Consumer Markets
	Consumer Markets provides standard automobile, homeowners and personal umbrella coverages to individuals across the U.S., including a special program designed exclusively for members of AARP. Consumer Markets previously operated a member contact center for health insurance products offered through the AARP Health program ("Catalyst 360"). For further information regarding the sale of Catalyst 360 in 2013, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.
	Property & Casualty Other Operations
	Property & Casualty Other Operations includes certain property and casualty operations, currently managed by the Company, that have discontinued writing new business and substantially all of the Company’s asbestos and environmental exposures.
	Group Benefits
	Group Benefits provides employers, associations, affinity groups and financial institutions with group life, accident and disability coverage, along with other products and services, including voluntary benefits, and group retiree health.
	Mutual Funds
	Mutual Funds offers mutual funds for retail and retirement accounts and provides investment-management and administrative services such as product design, implementation and oversight. This business also includes the runoff of the mutual funds supporting the Company's variable annuity products.
	Talcott Resolution
	Talcott Resolution is comprised of runoff business from the Company's U.S. annuity, international (primarily in Japan) annuity, and institutional and private-placement life insurance businesses, as well as the Retirement Plans and Individual Life businesses that were sold in January 2013 and the Company's discontinued U.K. variable annuity business. For further information regarding the sale of these businesses, see Note 2 - Business Dispositions and Note 20 - Discontinued Operations of Notes to Consolidated Financial Statements.
	Corporate
	The Company includes in the Corporate category the Company’s debt financing and related interest expense, as well as other capital raising activities and purchase accounting adjustments related to goodwill and other charges not allocated to the segments.
	Financial Measures and Other Segment Information
	Certain transactions between segments occur during the year that primarily relate to tax settlements, insurance coverage, expense reimbursements, services provided, security transfers and capital contributions. Also, one segment may purchase group annuity contracts from another to fund pension costs and annuities to settle casualty claims. In addition, certain inter-segment transactions occur that relate to interest income on allocated surplus. Consolidated net investment income is unaffected by such transactions.
	The following table presents revenues by product line for each reporting segment, as well as the Corporate category.
		For the years ended December 31,
	Revenues	2013			2012			2011
	Earned premiums, fees, and other considerations
	Property & Casualty Commercial
	Workers’ compensation	$	2,975		$	2,987		$	2,809
	Property	521			505			528
	Automobile	579			587			583
	Package business	1,139			1,160			1,145
	Liability	566			562			540
	Fidelity and surety	201			205			215
	Professional liability	222			253			307
	Total Property & Casualty Commercial	6,203			6,259			6,127
	Consumer Markets
	Automobile	2,522			2,526			2,619
	Homeowners	1,138			1,110			1,128
	Total Consumer Markets [1]	3,660			3,636			3,747
	Property & Casualty Other Operations	1			(2		)	—
	Group Benefits
	Group disability	1,452			1,735			1,929
	Group life	1,717			1,881			2,024
	Other	161			194			194
	Total Group Benefits	3,330			3,810			4,147
	Mutual Funds
	Retail	526			487			541
	Annuity and other	152			112			108
	Total Mutual Funds	678			599			649
	Talcott Resolution	2,148			3,548			3,909
	Corporate	11			167			209
	Total earned premiums, fees, and other considerations	16,031			18,017			18,788
	Net investment income (loss):
	Securities available-for-sale and other	3,362			4,227			4,263
	Equity securities, trading	6,061			4,364			(1,345		)
	Total net investment income	9,423			8,591			2,918
	Net realized capital gains (losses)	507			(744		)	(226		)
	Other revenues	275			258			253
	Total revenues	$	26,236		$	26,122		$	21,733
	[1] For 2013, 2012 and 2011, AARP members accounted for earned premiums of $2.9 billion, $2.8 billion and $2.8 billion, respectively.
	Geographical Revenue Information	For the years ended December 31,
	Revenues	2013			2012			2011
	United States of America	$	20,688		$	21,814		$	21,561
	Japan	5,548			4,363			135
	Other	—			(55		)	37
	Total revenues	$	26,236		$	26,122		$	21,733
		For the years ended December 31,
Net income (loss)	2013			2012			2011
Property & Casualty Commercial	$	870		$	547		$	526
Consumer Markets	229			166			7
Property & Casualty Other Operations	(2		)	57			(117		)
Group Benefits	192			129			92
Mutual Funds	76			71			98
Talcott Resolution	(634		)	1			540
Corporate	(555		)	(1,009		)	(434		)
Net income (loss)	$	176		$	(38	)	$	712
	For the years ended December 31,
Amortization of deferred policy acquisition costs and present value of future profits	2013			2012			2011
Property & Casualty Commercial	$	905		$	927		$	917
Consumer Markets	332			332			337
Group Benefits	33			33			35
Mutual Funds	39			35			47
Talcott Resolution	1,392			661			1,108
Total amortization of deferred policy acquisition costs and present value of future profits	$	2,701		$	1,988		$	2,444
	For the years ended December 31,
Income tax expense (benefit)	2013			2012			2011
Property & Casualty Commercial	$	320		$	159		$	37
Consumer Markets	100			65			(22		)
Property & Casualty Other Operations	(20		)	14			(74		)
Group Benefits	63			31			1
Mutual Funds	42			38			54
Talcott Resolution	(500		)	(271		)	(168		)
Corporate	(252		)	(517		)	(201		)
Total income tax benefit	$	(247	)	$	(481	)	$	(373	)
	As of December 31,
Assets	2013			2012
Property & Casualty Commercial	$	27,119		$	25,595
Consumer Markets	5,873			6,024
Property & Casualty Other Operations	4,331			4,509
Group Benefits	8,882			9,545
Mutual Funds	307			325
Talcott Resolution	222,269			243,836
Corporate	9,103			8,679
Total assets	$	277,884		$	298,513

Fair_Value_Measurements

Fair Value Measurements	12 Months Ended
	Dec. 31, 2013
Fair Value Disclosures [Abstract]	'
Fair Value Measurements	'
	Fair Value Measurements
	The following section applies the fair value hierarchy and disclosure requirements for the Company’s financial instruments that are carried at fair value. The fair value hierarchy prioritizes the inputs in the valuation techniques used to measure fair value into three broad Levels (Level 1, 2 or 3).
	Level 1	Observable inputs that reflect quoted prices for identical assets or liabilities in active markets that the Company has the ability to access at the measurement date. Level 1 securities include highly liquid U.S. Treasuries, money market funds and exchange traded equity securities, open-ended mutual funds reported in separate account assets and exchange-traded derivative securities.
	Level 2	Observable inputs, other than quoted prices included in Level 1, for the asset or liability or prices for similar assets and liabilities. Most fixed maturities and preferred stocks, including those reported in separate account assets, are model priced by vendors using observable inputs and are classified within Level 2. Also included are limited partnerships and other alternative assets measured at fair value where an investment can be redeemed, or substantially redeemed, at the NAV at the measurement date or in the near-term, not to exceed 90 days; as well as, derivative instruments.
	Level 3	Valuations that are derived from techniques in which one or more of the significant inputs are unobservable (including assumptions about risk). Level 3 securities include less liquid securities, guaranteed product embedded and reinsurance derivatives and other complex derivative securities, as well as limited partnerships and other alternative investments carried at fair value that cannot be redeemed in the near-term at the NAV. Because Level 3 fair values, by their nature, contain one or more significant unobservable inputs as there is little or no observable market for these assets and liabilities, considerable judgment is used to determine the Level 3 fair values. Level 3 fair values represent the Company’s best estimate of an amount that could be realized in a current market exchange absent actual market exchanges.
	In many situations, inputs used to measure the fair value of an asset or liability position may fall into different levels of the fair value hierarchy. In these situations, the Company will determine the level in which the fair value falls based upon the lowest level input that is significant to the determination of the fair value. Transfers of securities among the levels occur at the beginning of the reporting period. For the year ended December 31, 2013, transfers from Level 1 to Level 2 were $1.3 billion, which represented previously on-the-run U.S. Treasury securities that are now off-the-run, and there were no transfers from Level 2 to Level 1. In most cases, both observable (e.g., changes in interest rates) and unobservable (e.g., changes in risk assumptions) inputs are used in the determination of fair values that the Company has classified within Level 3. Consequently, these values and the related gains and losses are based upon both observable and unobservable inputs. The Company’s fixed maturities included in Level 3 are classified as such because these securities are primarily priced by independent brokers and/or are within illiquid markets.
	The following tables present assets and (liabilities) carried at fair value by hierarchy level. These disclosures provide information as to the extent to which the Company uses fair value to measure financial instruments and information about the inputs used to value those financial instruments to allow users to assess the relative reliability of the measurements. The following table presents assets and (liabilities) carried at fair value by hierarchy level.
		December 31, 2013
		Total			Quoted Prices in			Significant			Significant
					Active Markets			Observable			Unobservable
					for Identical			Inputs			Inputs
					Assets			(Level 2)			(Level 3)
					(Level 1)
	Assets accounted for at fair value on a recurring basis
	Fixed maturities, AFS
	ABS	$	2,365		$	—		$	2,218		$	147
	CDOs	2,387			—			1,723			664
	CMBS	4,446			—			3,783			663
	Corporate	28,490			—			27,216			1,274
	Foreign government/government agencies	4,104			—			4,039			65
	States, municipalities and political subdivisions (“Municipal”)	12,173			—			12,104			69
	RMBS	4,647			—			3,375			1,272
	U.S. Treasuries	3,745			1,311			2,434			—
	Total fixed maturities	62,357			1,311			56,892			4,154
	Fixed maturities, FVO	844			—			651			193
	Equity securities, trading	19,745			12			19,733			—
	Equity securities, AFS	868			454			337			77
	Derivative assets
	Credit derivatives	25			—			20			5
	Equity derivatives	—			—			—			—
	Foreign exchange derivatives	14			—			14			—
	Interest rate derivatives	(21		)	—			(63		)	42
	U.S. GMWB hedging instruments	26			—			(42		)	68
	U.S. macro hedge program	109			—			—			109
	International program hedging instruments	272			—			241			31
	Other derivative contracts	17			—			—			17
	Total derivative assets [1]	442			—			170			272
	Short-term investments	4,008			427			3,581			—
	Limited partnerships and other alternative investments [2]	921			—			813			108
	Reinsurance recoverable for U.S. GMWB	29			—			—			29
	Modified coinsurance reinsurance contracts	67			—			67			—
	Separate account assets [3]	138,495			99,930			37,828			737
	Total assets accounted for at fair value on a recurring basis	$	227,776		$	102,134		$	120,072		$	5,570
	Percentage of level to total	100		%	45		%	53		%	2		%
	Liabilities accounted for at fair value on a recurring basis
	Other policyholder funds and benefits payable
	U.S guaranteed withdrawal benefits	$	(36	)	$	—		$	—		$	(36	)
	International guaranteed withdrawal benefits	3			—			—			3
	International other guaranteed living benefits	3			—			—			3
	Equity linked notes	(18		)	—			—			(18		)
	Total other policyholder funds and benefits payable	(48		)	—			—			(48		)
	Derivative liabilities
	Credit derivatives	(12		)	—			(9		)	(3		)
	Equity derivatives	19			—			16			3
	Foreign exchange derivatives	(388		)	—			(388		)	—
	Interest rate derivatives	(582		)	—			(558		)	(24		)
	U.S. GMWB hedging instruments	15			—			(63		)	78
	U.S. macro hedge program	30			—			—			30
	International program hedging instruments	(305		)	—			(245		)	(60		)
	Total derivative liabilities [4]	(1,223		)	—			(1,247		)	24
	Consumer notes [5]	(2		)	—			—			(2		)
	Total liabilities accounted for at fair value on a recurring basis	$	(1,273	)	$	—		$	(1,247	)	$	(26	)
		December 31, 2012
	Total			Quoted Prices in			Significant			Significant
				Active Markets			Observable			Unobservable
				for Identical			Inputs			Inputs
				Assets			(Level 2)			(Level 3)
				(Level 1)
Assets accounted for at fair value on a recurring basis
Fixed maturities, AFS
ABS	$	2,763		$	—		$	2,485		$	278
CDOs	3,040			—			2,096			944
CMBS	6,321			—			5,462			859
Corporate	44,049			—			42,048			2,001
Foreign government/government agencies	4,136			—			4,080			56
Municipal	14,361			—			14,134			227
RMBS	7,480			—			6,107			1,373
U.S. Treasuries	3,772			115			3,657			—
Total fixed maturities	85,922			115			80,069			5,738
Fixed maturities, FVO	1,087			8			865			214
Equity securities, trading	28,933			1,847			27,086			—
Equity securities, AFS	890			337			469			84
Derivative assets
Credit derivatives	(19		)	—			(8		)	(11		)
Equity derivatives	32			—			—			32
Foreign exchange derivatives	104			—			104			—
Interest rate derivatives	235			—			268			(33		)
U.S. GMWB hedging instruments	36			—			(53		)	89
U.S. macro hedge program	186			—			—			186
International program hedging instruments	448			—			318			130
Other derivative contracts	23			—			—			23
Total derivative assets [1]	1,045			—			629			416
Short-term investments	4,581			342			4,239			—
Limited partnerships and other alternative investments [2]	907			—			593			314
Reinsurance recoverable for U.S. GMWB	191			—			—			191
Separate account assets [3]	138,509			97,988			39,938			583
Total assets accounted for at fair value on a recurring basis	$	262,065		$	100,637		$	153,888		$	7,540
Percentage of level to total	100		%	38		%	59		%	3		%
	December 31, 2012
	Total			Quoted Prices			Significant			Significant
				in Active			Observable			Unobservable
				Markets for			Inputs			Inputs
				Identical Assets			(Level 2)			(Level 3)
				(Level 1)
Liabilities accounted for at fair value on a recurring basis
Other policyholder funds and benefits payable
U.S guaranteed withdrawal benefits	$	(1,249	)	$	—		$	—		$	(1,249	)
International guaranteed withdrawal benefits	(50		)	—			—			(50		)
International other guaranteed living benefits	2			—			—			2
Equity linked notes	(7		)	—			—			(7		)
Total other policyholder funds and benefits payable	(1,304		)	—			—			(1,304		)
Derivative liabilities
Credit derivatives	(18		)	—			(33		)	15
Equity derivatives	25			—			—			25
Foreign exchange derivatives	(24		)	—			(24		)	—
Interest rate derivatives	(517		)	—			(518		)	1
U.S. GMWB hedging instruments	536			—			106			430
U.S Macro hedge program	100			—			—			100
International program hedging instruments	(279		)	—			(217		)	(62		)
Total derivative liabilities [4]	(177		)	—			(686		)	509
Other liabilities	—			—			—			—
Consumer notes [5]	(2		)	—			—			(2		)
Total liabilities accounted for at fair value on a recurring basis	$	(1,483	)	$	—		$	(686	)	$	(797	)
[1]	Includes OTC and OTC-cleared derivative instruments in a net asset value position after consideration of the impact of collateral posting requirements, which may be imposed by agreements, clearinghouse rules, and applicable law. As of December 31, 2013 and 2012, $128 and $160, respectively, was netted against the derivative asset value in the Consolidated Balance Sheet and is excluded from the table above. See footnote 4 below for derivative liabilities.
[2]	Represents hedge funds where investment company accounting has been applied to a wholly-owned fund of funds measured at fair value.
[3]	Approximately $2.4 billion and $3.1 billion of investment sales receivable that are not subject to fair value accounting are excluded as of December 31, 2013 and 2012, respectively.
[4]	Includes OTC and OTC-cleared derivative instruments in a net negative market value position (derivative liability). In the Level 3 roll-forward table included below in this Note 5, the sum of the derivative asset and liability positions are referred to as “freestanding derivatives” and are presented on a net basis.
[5]	Represents embedded derivatives associated with non-funding agreement-backed consumer equity linked notes.
Determination of Fair Values
The valuation methodologies used to determine the fair values of assets and liabilities under the “exit price” notion, reflect market-participant objectives and are based on the application of the fair value hierarchy that prioritizes relevant observable market inputs over unobservable inputs. The Company determines the fair values of certain financial assets and financial liabilities based on quoted market prices where available and where prices represent a reasonable estimate of fair value. The Company also determines fair value based on future cash flows discounted at the appropriate current market rate. Fair values reflect adjustments for counterparty credit quality, the Company’s default spreads, liquidity and, where appropriate, risk margins on unobservable parameters. The following is a discussion of the methodologies used to determine fair values for the financial instruments listed in the above tables.
The fair value process is monitored by the Valuation Committee, which is a cross-functional group of senior management within the Company that meets at least quarterly. The Valuation Committee is co-chaired by the Heads of Investment Operations and Accounting, and has representation from various investment sector professionals, accounting, operations, legal, compliance and risk management. The purpose of the committee is to oversee the pricing policy and procedures by ensuring objective and reliable valuation practices and pricing of financial instruments, as well as addressing fair valuation issues and approving changes to valuation methodologies and pricing sources. There are also two working groups, a Securities Fair Value Working Group (“Securities Working Group”) and a Derivatives Fair Value Working Group ("Derivatives Working Group"), which include the Heads of Investment Operations and Accounting, as well as other investment, operations, accounting and risk management professionals that meet monthly to review market data trends, pricing and trading statistics and results, and any proposed pricing methodology changes described in more detail in the following paragraphs.
The Company also has an enterprise-wide Operational Risk Management function, led by the Chief Operational Risk Officer, which is responsible for establishing, maintaining and communicating the framework, principles and guidelines of the Company's operational risk management program. This includes model risk management which provides an independent review of the suitability, characteristics and reliability of model inputs; as well as, an analysis of significant changes to current models.
AFS Securities, Fixed Maturities, FVO, Equity Securities, Trading, and Short-term Investments
The fair value of AFS securities, fixed maturities, FVO, equity securities, trading, and short-term investments in an active and orderly market (e.g. not distressed or forced liquidation) are determined by management after considering one of three primary sources of information: third-party pricing services, independent broker quotations or pricing matrices. Security pricing is applied using a “waterfall” approach whereby publicly available prices are first sought from third-party pricing services, the remaining unpriced securities are submitted to independent brokers for prices, or lastly, securities are priced using a pricing matrix. If none of these pricing sources are available, the Company will estimate fair value utilizing an internal pricing model. Typical inputs used by these pricing methods include, but are not limited to, reported trades, benchmark yields, issuer spreads, bids, offers, and/or estimated cash flows, prepayments speeds and default rates. Based on the typical trading volumes and the lack of quoted market prices for fixed maturities, third-party pricing services will normally derive the security prices from recent reported trades for identical or similar securities making adjustments through the reporting date based upon available market observable information as outlined above. If there are no recently reported trades, the third-party pricing services and independent brokers may use matrix or model processes to develop a security price where future cash flow expectations are developed based upon collateral performance and discounted at an estimated market rate. Included in the pricing of ABS and RMBS are estimates of the rate of future prepayments of principal over the remaining life of the securities. Such estimates are derived based on the characteristics of the underlying structure and prepayment speeds previously experienced at the interest rate levels projected for the underlying collateral. Actual prepayment experience may vary from these estimates.
Prices from third-party pricing services are often unavailable for securities that are rarely traded or are traded only in privately negotiated transactions. As a result, certain securities are priced via independent broker quotations which utilize inputs that may be difficult to corroborate with observable market based data. Additionally, the majority of these independent broker quotations are non-binding.
A pricing matrix is used to price private placement securities for which the Company is unable to obtain a price from a third-party pricing service by discounting the expected future cash flows from the security by a developed market discount rate utilizing current credit spreads. Credit spreads are developed each month using market based data for public securities adjusted for credit spread differentials between public and private securities which are obtained from a survey of multiple private placement brokers. The appropriate credit spreads determined through this survey approach are based upon the issuer’s financial strength and term to maturity, utilizing an independent public security index and trade information and adjusting for the non-public nature of the securities.
The Securities Working Group performs ongoing analysis of the prices and credit spreads received from third parties to ensure that the prices represent a reasonable estimate of the fair value. This process involves quantitative and qualitative analysis and is overseen by investment and accounting professionals. As a part of this analysis, the Company considers trading volume, new issuance activity and other factors to determine whether the market activity is significantly different than normal activity in an active market, and if so, whether transactions may not be orderly considering the weight of available evidence. If the available evidence indicates that pricing is based upon transactions that are stale or not orderly, the Company places little, if any, weight on the transaction price and will estimate fair value utilizing an internal pricing model. In addition, the Company ensures that prices received from independent brokers represent a reasonable estimate of fair value through the use of internal and external cash flow models developed based on spreads, and when available, market indices. As a result of this analysis, if the Company determines that there is a more appropriate fair value based upon the available market data, the price received from the third party is adjusted accordingly and approved by the Valuation Committee. The Company’s internal pricing model utilizes the Company’s best estimate of expected future cash flows discounted at a rate of return that a market participant would require. The significant inputs to the model include, but are not limited to, current market inputs, such as credit loss assumptions, estimated prepayment speeds and market risk premiums.
The Company conducts other specific activities to monitor controls around pricing. Daily analyses identify price changes over 3-5%, sale trade prices that differ over 3% from the prior day’s price and purchase trade prices that differ more than 3% from the current day’s price. Weekly analyses identify prices that differ more than 5% from published bond prices of a corporate bond index. Monthly analyses identify price changes over 3%, prices that haven’t changed, missing prices and second source validation on most sectors. Analyses are conducted by a dedicated pricing unit who follows up with trading and investment sector professionals and challenges prices with vendors when the estimated assumptions used differ from what the Company feels a market participant would use. Any changes from the identified pricing source are verified by further confirmation of assumptions used. Examples of other procedures performed include, but are not limited to, initial and on-going review of third-party pricing services’ methodologies, review of pricing statistics and trends and back testing recent trades.
The Company has analyzed the third-party pricing services’ valuation methodologies and related inputs, and has also evaluated the various types of securities in its investment portfolio to determine an appropriate fair value hierarchy level based upon trading activity and the observability of market inputs. Most prices provided by third-party pricing services are classified into Level 2 because the inputs used in pricing the securities are market observable. Due to a general lack of transparency in the process that brokers use to develop prices, most valuations that are based on brokers’ prices are classified as Level 3. Some valuations may be classified as Level 2 if the price can be corroborated with observable market data.
Derivative Instruments, including embedded derivatives within investments
Derivative instruments are fair valued using pricing valuation models for OTC derivatives that utilize independent market data inputs, quoted market prices for exchange-traded and OTC-cleared derivatives, or independent broker quotations. Excluding embedded and reinsurance related derivatives, as of December 31, 2013 and 2012, 97% and 97%, respectively, of derivatives, based upon notional values, were priced by valuation models or quoted market prices. The remaining derivatives were priced by broker quotations.
The Derivatives Working Group performs ongoing analysis of the valuations, assumptions and methodologies used to ensure that the prices represent a reasonable estimate of the fair value. The Company performs various controls on derivative valuations which include both quantitative and qualitative analysis. Analyses are conducted by a dedicated derivative pricing team that works directly with investment sector professionals to analyze impacts of changes in the market environment and investigate variances. There is a monthly analysis to identify market value changes greater than pre-defined thresholds, stale prices, missing prices and zero prices. Also on a monthly basis, a second source validation, typically to broker quotations, is performed for certain of the more complex derivatives as well as for any existing deals with a market value greater than $10 and all new deals during the month. A model validation review is performed on any new models, which typically includes detailed documentation and validation to a second source. The model validation documentation and results of validation are presented to the Valuation Committee for approval. There is a monthly control to review changes in pricing sources to ensure that new models are not moved to production until formally approved.
The Company utilizes derivative instruments to manage the risk associated with certain assets and liabilities. However, the derivative instrument may not be classified with the same fair value hierarchy level as the associated assets and liabilities. Therefore the realized and unrealized gains and losses on derivatives reported in Level 3 may not reflect the offsetting impact of the realized and unrealized gains and losses of the associated assets and liabilities.
Limited partnerships and other alternative investments
Limited partnerships and other alternative investments include hedge funds where investment company accounting has been applied to a wholly-owned fund of funds measured at fair value. These funds are fair valued using the net asset value per share or equivalent (“NAV”), as a practical expedient, calculated on a monthly basis and is the amount at which a unit or shareholder may redeem their investment, if redemption is allowed. Certain impediments to redemption include, but are not limited to the following: 1) redemption notice periods vary and may be as long as 90 days, 2) redemption may be restricted (e.g. only be allowed on a quarter-end), 3) a holding period referred to as a lock-up may be imposed whereby an investor must hold their investment for a specified period of time before they can make a notice for redemption, 4) gating provisions may limit all redemptions in a given period to a percentage of the entities' equity interests, or may only allow an investor to redeem a portion of their investment at one time and 5) early redemption penalties may be imposed that are expressed as a percentage of the amount redeemed. The Company will assess impediments to redemption and current market conditions that will restrict the redemption at the end of the notice period. Any funds that are subject to significant liquidity restrictions are reported in Level 3; all others have been classified as Level 2.
Valuation Techniques and Inputs for Investments
Generally, the Company determines the estimated fair value of its AFS securities, fixed maturities, FVO, equity securities, trading, and short-term investments using the market approach. The income approach is used for securities priced using a pricing matrix, as well as for derivative instruments. Certain limited partnerships and other alternative investments are measured at fair value using a NAV as a practical expedient. For Level 1 investments, which are comprised of on-the-run U.S. Treasuries, exchange-traded equity securities, short-term investments, and exchange traded futures and option contracts, valuations are based on observable inputs that reflect quoted prices for identical assets in active markets that the Company has the ability to access at the measurement date.
For most of the Company’s debt securities, the following inputs are typically used in the Company’s pricing methods: reported trades, benchmark yields, bids and/or estimated cash flows. For securities except U.S. Treasuries, inputs also include issuer spreads, which may consider credit default swaps. Derivative instruments are valued using mid-market inputs that are predominantly observable in the market.
A description of additional inputs used in the Company’s Level 2 and Level 3 measurements is listed below:
Level 2	The fair values of most of the Company’s Level 2 investments are determined by management after considering prices received from third party pricing services. These investments include most fixed maturities and preferred stocks, including those reported in separate account assets; as well as, certain limited partnerships and other alternative investments and derivative instruments.
•	ABS, CDOs, CMBS and RMBS — Primary inputs also include monthly payment information, collateral performance, which varies by vintage year and includes delinquency rates, collateral valuation loss severity rates, collateral refinancing assumptions, credit default swap indices and, for ABS and RMBS, estimated prepayment rates.
•	Corporates, including investment grade private placements — Primary inputs also include observations of credit default swap curves related to the issuer.
•	Foreign government/government agencies - Primary inputs also include observations of credit default swap curves related to the issuer and political events in emerging markets.
•	Municipals — Primary inputs also include Municipal Securities Rulemaking Board reported trades and material event notices, and issuer financial statements.
•	Short-term investments — Primary inputs also include material event notices and new issue money market rates.
•	Equity securities, trading — Consist of investments in mutual funds. Primary inputs include net asset values obtained from third party pricing services.
•	Credit derivatives — Significant inputs primarily include the swap yield curve and credit curves.
•	Foreign exchange derivatives — Significant inputs primarily include the swap yield curve, currency spot and forward rates, and cross currency basis curves.
•	Interest rate derivatives — Significant input is primarily the swap yield curve.
•	Limited partnerships and other alternative investments — Primary inputs include a NAV for investment companies with no redemption restrictions as reported on their U.S. GAAP financial statements.
Level 3	Most of the Company's securities classified as Level 3 include less liquid securities such as lower quality ABS, CMBS, commercial real estate ("CRE") CDOs and RMBS primarily backed by below-prime loans. Securities included in level 3 are primarily valued based on broker prices or broker spreads, without adjustments. Primary inputs for non-broker priced investments, including structured securities, are consistent with the typical inputs used in Level 2 measurements noted above, but are Level 3 due to their less liquid markets. Additionally, certain long-dated securities are priced based on third party pricing services, including municipal securities, foreign government/government agencies, bank loans and below investment grade private placement securities. Primary inputs for these long-dated securities are consistent with the typical inputs used in Level 1 and Level 2 measurements noted above, but include benchmark interest rate or credit spread assumptions that are not observable in the marketplace. Level 3 investments also include certain limited partnerships and other alternative investments measured at fair value where the Company does not have the ability to redeem the investment in the near-term at the NAV. Also included in Level 3 are certain derivative instruments that either have significant unobservable inputs or are valued based on broker quotations. Significant inputs for these derivative contracts primarily include the typical inputs used in the Level 1 and Level 2 measurements noted above, but also include equity and interest rate volatility and swap yield curves beyond observable limits.
Significant Unobservable Inputs for Level 3 Assets Measured at Fair Values
The following tables present information about significant unobservable inputs used in Level 3 assets measured at fair value.
	As of December 31, 2013
Securities						Unobservable Inputs
Assets accounted for at fair value on a recurring basis	Fair			Predominant	Significant Unobservable Input	Minimum	Maximum	Weighted Average [1]	Impact of
	Value			Valuation					Increase in Input
				Method					on Fair Value [2]
CMBS	$	663		Discounted	Spread (encompasses prepayment, default risk and loss severity)	99 bps	3,000 bps	527 bps	Decrease
				cash flows
Corporate [3]	665			Discounted	Spread	119 bps	5,594 bps	344 bps	Decrease
				cash flows
Municipal [3]	29			Discounted	Spread	184 bps	184 bps	184 bps	Decrease
				cash flows
RMBS	1,272			Discounted	Spread	62 bps	1,748 bps	232 bps	Decrease
				cash flows
					Constant prepayment rate	—%	10.00%	3.00%	Decrease [4]
					Constant default rate	1.00%	22.00%	8.00%	Decrease
					Loss severity	—%	100.00%	80.00%	Decrease
	As of December 31, 2012
Securities						Unobservable Inputs
Assets accounted for at fair value on a recurring basis	Fair			Predominant	Significant Unobservable Input	Minimum	Maximum	Weighted Average [1]	Impact of
	Value			Valuation					Increase in Input
				Method					on Fair Value [2]
CMBS	$	859		Discounted	Spread (encompasses prepayment, default risk and loss severity)	320 bps	3,615 bps	1,031 bps	Decrease
				cash flows
Corporate [3]	1,371			Discounted	Spread	106 bps	900 bps	328 bps	Decrease
				cash flows
Municipal	227			Discounted	Spread	227 bps	344 bps	258 bps	Decrease
				cash flows
RMBS	1,373			Discounted	Spread	54 bps	1,689 bps	367 bps	Decrease
				cash flows
					Constant prepayment rate	—%	12.00%	2.00%	Decrease [4]
					Constant default rate	1.00%	24.00%	8.00%	Decrease
					Loss severity	—%	100.00%	80.00%	Decrease
[1]	The weighted average is determined based on the fair value of the securities.
[2]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table above.
[3]	Level 3 corporate and municipal securities excludes those for which the Company bases fair value on broker quotations as discussed below.
[4]	Decrease for above market rate coupons and increase for below market rate coupons.
	As of December 31, 2013
Freestanding Derivatives					Unobservable Inputs
	Fair		Predominant Valuation	Significant	Minimum		Maximum		Impact of
	Value		Method	Unobservable Input					Increase in Input
									on Fair Value [1]
Interest rate derivative
Interest rate swaps	(24	)	Discounted	Swap curve beyond 30 years	4	%	4	%	Increase
			cash flows
Long interest rate swaptions	42		Option model	Interest rate volatility	1	%	1	%	Increase
U.S. GMWB hedging instruments
Equity options	72		Option model	Equity volatility	21	%	29	%	Increase
Customized swaps	74		Discounted	Equity volatility	10	%	50	%	Increase
			cash flows
U.S. macro hedge program
Equity options	139		Option model	Equity volatility	24	%	31	%	Increase
International program hedging [2]
Equity options	(35	)	Option model	Equity volatility	24	%	37	%	Increase
Short interest rate swaptions	(13	)	Option model	Interest rate volatility	—	%	1	%	Decrease
Long interest rate swaptions	50		Option model	Interest rate volatility	1	%	1	%	Increase
	As of December 31, 2012
Freestanding Derivatives						Unobservable Inputs
	Fair			Predominant Valuation	Significant	Minimum		Maximum		Impact of
	Value			Method	Unobservable Input					Increase in Input
										on Fair Value [1]
Equity derivatives
Equity options	$	57		Option model	Equity volatility	13	%	24	%	Increase
Interest rate derivative
Interest rate swaps	(55		)	Discounted	Swap curve beyond 30 years	2.8	%	2.8	%	Increase
				cash flows
Long interest rate swaptions	23			Option model	Interest rate volatility	—	%	1	%	Increase
U.S. GMWB hedging instruments
Equity options	281			Option model	Equity volatility	10	%	31	%	Increase
Customized swaps	238			Discounted	Equity volatility	10	%	50	%	Increase
				cash flows
U.S. macro hedge program
Equity options	286			Option model	Equity volatility	24	%	43	%	Increase
International program hedging
Equity options	26			Option model	Equity volatility	19	%	27	%	Increase
Long interest rate swaptions	42			Option model	Interest rate volatility	—	%	1	%	Increase
[1]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions.
[2]	Level 3 international program hedging instruments excludes those for which the Company bases fair value on broker quotations.
Securities and derivatives for which the Company bases fair value on broker quotations predominately include ABS, CDOs, corporate, fixed maturities, FVO and certain credit derivatives. Due to the lack of transparency in the process brokers use to develop prices for these investments, the Company does not have access to the significant unobservable inputs brokers use to price these securities and derivatives. The Company believes however, the types of inputs brokers may use would likely be similar to those used to price securities and derivatives for which inputs are available to the Company, and therefore may include, but not be limited to, loss severity rates, constant prepayment rates, constant default rates and credit spreads. Therefore, similar to non broker priced securities and derivatives, generally, increases in these inputs would cause fair values to decrease. For the year ended December 31, 2013, no significant adjustments were made by the Company to broker prices received.
As of December 31, 2013 and 2012, excluded from the tables above are limited partnerships and other alternative investments which total $108 and $314, respectively, of Level 3 assets measured at fair value. The predominant valuation method uses a NAV calculated on a monthly basis and represents funds where the Company does not have the ability to redeem the investment in the near-term at that NAV, including an assessment of the investee's liquidity.
Product Derivatives
The Company formerly offered certain variable annuity products with GMWB riders in the U.S., and Japan.The GMWB provides the policyholder with a guaranteed remaining balance (“GRB”) which is generally equal to premiums less withdrawals.  If the policyholder’s account value is reduced to the specified level through a combination of market declines and withdrawals but the GRB still has value, the Company is obligated to continue to make annuity payments to the policyholder until the GRB is exhausted. Certain contract provisions can increase the GRB at contractholder election or after the passage of time. The GMWB represents an embedded derivative in the variable annuity contract. When it is determined that (1) the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract, and (2) a separate instrument with the same terms would qualify as a derivative instrument, the embedded derivative is bifurcated from the host for measurement purposes. The embedded derivative is carried at fair value, with changes in fair value reported in net realized capital gains and losses. The Company’s GMWB liability is reported in other policyholder funds and benefits payable in the Consolidated Balance Sheets. The notional value of the embedded derivative is the GRB.
In valuing the embedded derivative, the Company attributes to the derivative a portion of the expected fees to be collected over the expected life of the contract from the contract holder equal to the present value of future GMWB claims (the “Attributed Fees”). The excess of fees collected from the contract holder in the current period over the current period’s Attributed Fees are associated with the host variable annuity contract and reported in fee income.
U.S. GMWB Reinsurance Derivative
The Company has reinsurance arrangements in place to transfer a portion of its risk of loss due to GMWB. These arrangements are recognized as derivatives and carried at fair value in reinsurance recoverables. Changes in the fair value of the reinsurance agreements are reported in net realized capital gains and losses.
The fair value of the U.S. GMWB reinsurance derivative is calculated as an aggregation of the components described in the Living Benefits Required to be Fair Valued discussion below and is modeled using significant unobservable policyholder behavior inputs, identical to those used in calculating the underlying liability, such as lapses, fund selection, resets and withdrawal utilization and risk margins.
Separate Account Assets
Separate account assets are primarily invested in mutual funds. Other separate account assets include fixed maturities, limited partnerships, equity securities, short-term investments and derivatives that are valued in the same manner, and using the same pricing sources and inputs, as those investments held by the Company. Separate account assets classified as Level 3 primarily include limited partnerships in which fair value represents the separate account's share of the fair value of the equity in the investment ("net asset value") and are classified in level 3 based on the Company's ability to redeem its investments.
Living Benefits Required to be Fair Valued (in Other Policyholder Funds and Benefits Payable)
Living benefits required to be fair valued include U.S. GMWB, international GMWB and international other guaranteed living benefits.
Fair values for GMWB and guaranteed minimum accumulation benefit (“GMAB”) contracts are calculated using the income approach based upon internally developed models because active, observable markets do not exist for those items. The fair value of the Company’s guaranteed benefit liabilities, classified as embedded derivatives, and the related reinsurance and customized freestanding derivatives are calculated as an aggregation of the following components: Best Estimate Claim Payments; Credit Standing Adjustment; and Margins. The resulting aggregation is reconciled or calibrated, if necessary, to market information that is, or may be, available to the Company, but may not be observable by other market participants, including reinsurance discussions and transactions. The Company believes the aggregation of these components, as necessary and as reconciled or calibrated to the market information available to the Company, results in an amount that the Company would be required to transfer or receive, for an asset, to or from market participants in an active liquid market, if one existed, for those market participants to assume the risks associated with the guaranteed minimum benefits and the related reinsurance and customized derivatives. The fair value is likely to materially diverge from the ultimate settlement of the liability as the Company believes settlement will be based on our best estimate assumptions rather than those best estimate assumptions plus risk margins. In the absence of any transfer of the guaranteed benefit liability to a third party, the release of risk margins is likely to be reflected as realized gains in future periods’ net income. Each component described below is unobservable in the marketplace and require subjectivity by the Company in determining their value.
Oversight of the Company's valuation policies and processes for product and U.S. GMWB reinsurance derivatives is performed by a multidisciplinary group comprised of finance, actuarial and risk management professionals. This multidisciplinary group reviews and approves changes and enhancements to the Company's valuation model as well as associated controls.
Best Estimate
Claim Payments
The Best Estimate Claim Payments is calculated based on actuarial and capital market assumptions related to projected cash flows, including the present value of benefits and related contract charges, over the lives of the contracts, incorporating expectations concerning policyholder behavior such as lapses, fund selection, resets and withdrawal utilization. For the customized derivatives, policyholder behavior is prescribed in the derivative contract. Because of the dynamic and complex nature of these cash flows, best estimate assumptions and a Monte Carlo stochastic process is used in valuation. The Monte Carlo stochastic process involves the generation of thousands of scenarios that assume risk neutral returns consistent with swap rates and a blend of observable implied index volatility levels. Estimating these cash flows involves numerous estimates and subjective judgments regarding a number of variables —including expected market rates of return, market volatility, correlations of market index returns to funds, fund performance, discount rates and assumptions about policyholder behavior which emerge over time.
At each valuation date, the Company assumes expected returns based on:
•	risk-free rates as represented by the euro dollar futures, LIBOR deposits and swap rates to derive forward curve rates;
•	market implied volatility assumptions for each underlying index based primarily on a blend of observed market “implied volatility” data;
•	correlations of historical returns across underlying well known market indices based on actual observed returns over the ten years preceding the valuation date; and
•	three years of history for fund indexes compared to separate account fund regression.
On a daily basis, the Company updates capital market assumptions used in the GMWB liability model such as interest rates, equity indices and the blend of implied equity index volatilities. The Company monitors various aspects of policyholder behavior and may modify certain of its assumptions, including living benefit lapses and withdrawal rates, if credible emerging data indicates that changes are warranted. In addition, the Company will continue to evaluate policyholder behavior assumptions as we begin to implement initiatives to reduce the size of the variable annuity business. At a minimum, all policyholder behavior assumptions are reviewed and updated, as appropriate, in conjunction with the completion of the Company’s comprehensive study to refine its estimate of future gross profits during the third quarter of each year.
Credit Standing Adjustment
This assumption makes an adjustment that market participants would make, in determining fair value, to reflect the risk that guaranteed benefit obligations or the GMWB reinsurance recoverables will not be fulfilled (“nonperformance risk”). The Company incorporates a blend of observable Company and reinsurer credit default spreads from capital markets, adjusted for market recoverability. The credit standing adjustment assumption, net of reinsurance, resulted in pre-tax realized gains (losses) of $(13), $(69) and $55, for the years ended December 31, 2013, 2012 and 2011, respectively. As of December 31, 2013 and 2012 the credit standing adjustment was $(1) and $12, respectively.
Margins
The behavior risk margin adds a margin that market participants would require, in determining fair value, for the risk that the Company’s assumptions about policyholder behavior could differ from actual experience. The behavior risk margin is calculated by taking the difference between adverse policyholder behavior assumptions and best estimate assumptions.
Assumption updates, including policyholder behavior assumptions, affected best estimates and margins for total pre-tax realized gains of $75, $274 and $52 for the years ended December 31, 2013, 2012 and 2011, respectively. As of December 31, 2013 and 2012 the behavior risk margin was $108 and $302, respectively.
In addition to the non-market-based updates described above, the Company recognized non-market-based updates driven by the relative outperformance (underperformance) of the underlying actively managed funds as compared to their respective indices resulting in pre-tax realized gains (losses) of approximately $33, $106 and $(72) for the years ended December 31, 2013, 2012 and 2011, respectively.
Significant unobservable inputs used in the fair value measurement of living benefits required to be fair valued and the U.S. GMWB reinsurance derivative are withdrawal utilization and withdrawal rates, lapse rates, reset elections and equity volatility. The following table provides quantitative information about the significant unobservable inputs and is applicable to all of the Living Benefits Required to be Fair Valued and the U.S. GMWB Reinsurance Derivative. Significant increases in any of the significant unobservable inputs, in isolation, will generally have an increase or decrease correlation with the fair value measurement, as shown in the table.
Significant Unobservable Input	Unobservable Inputs (Minimum)	Unobservable Inputs (Maximum)	Impact of Increase in Input
			on Fair Value Measurement [1]
Withdrawal Utilization[2]	20%	100%	Increase
Withdrawal Rates [2]	—%	8%	Increase
Lapse Rates [3]	—%	75%	Decrease
Reset Elections [4]	20%	75%	Increase
Equity Volatility [5]	10%	50%	Increase
[1]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table.
[2]	Ranges represent assumed cumulative percentages of policyholders taking withdrawals and the annual amounts withdrawn.
[3]	Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business.
[4]	Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base.
[5]	Range represents implied market volatilities for equity indices based on multiple pricing sources.
Generally a change in withdrawal utilization assumptions would be accompanied by a directionally opposite change in lapse rate assumptions, as the behavior of policyholders that utilize GMWB or GMAB riders is typically different from policyholders that do not utilize these riders.
Assets and Liabilities Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3)
The tables below provide fair value roll-forwards for the years ended December 31, 2013 and 2012, for the financial instruments classified as Level 3.
For the year ended December 31, 2013
	Fixed Maturities, AFS
Assets	ABS			CDOs			CMBS			Corporate			Foreign			Municipal			RMBS			Total  Fixed			Fixed
													govt./govt.									Maturities,			Maturities,
													agencies									AFS			FVO
Fair value as of January 1, 2013	$	278		$	944		$	859		$	2,001		$	56		$	227		$	1,373		$	5,738		$	214
Total realized/unrealized gains (losses)
Included in net income [1], [2], [6]	(9		)	22			(27		)	5			(2		)	2			38			29			59
Included in OCI [3]	31			138			115			(12		)	(9		)	(11		)	52			304			—
Purchases	96			92			50			180			45			21			371			855			19
Settlements	(8		)	(126		)	(142		)	(132		)	(4		)	—			(186		)	(598		)	(3		)
Sales	(139		)	(365		)	(208		)	(403		)	(15		)	(126		)	(375		)	(1,631		)	(94		)
Transfers into Level 3 [4]	3			32			65			149			—			—			—			249			2
Transfers out of Level 3 [4]	(105		)	(73		)	(49		)	(514		)	(6		)	(44		)	(1		)	(792		)	(4		)
Fair value as of December 31, 2013	$	147		$	664		$	663		$	1,274		$	65		$	69		$	1,272		$	4,154		$	193
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2013 [2] [7]	$	(7	)	$	—		$	(10	)	$	(9	)	$	—		$	—		$	(1	)	$	(27	)	$	43
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity			Credit			Equity			Interest			U.S.			U.S.			Intl.			Other			Total Free-
	Securities,									Rate			GMWB			Macro			Program			Contracts			Standing
	AFS												Hedging			Hedge			Hedging						Derivatives [5]
																Program
Fair value as of January 1, 2013	$	84		$	4		$	57		$	(32	)	$	519		$	286		$	68		$	23		$	925
Total realized/unrealized gains (losses)
Included in net income [1], [2], [6]	(15		)	—			(37		)	24			(372		)	(191		)	(112		)	(6		)	(694		)
Included in OCI [3]	6			—			—			—			—			—			—			—			—
Purchases	14			—			—			(3		)	—			44			(38		)	—			3
Settlements	—			(2		)	(7		)	3			(4		)	—			(1		)	—			(11		)
Sales	(3		)	—			—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			—			—			—			—			(8		)	—			(8		)
Transfers out of Level 3 [4]	(9		)	—			(10		)	26			3			—			62			—			81
Fair value as of December 31, 2013	$	77		$	2		$	3		$	18		$	146		$	139		$	(29	)	$	17		$	296
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2013 [2] [7]	$	(15	)	$	(1	)	$	(22	)	$	9		$	(390	)	$	(187	)	$	(382	)	$	(6	)	$	(979	)
Assets	Limited Partnerships and Other Alternative Investments			Reinsurance			Separate Accounts
				Recoverable
				for U.S. GMWB
Fair value as of January 1, 2013	$	314		$	191		$	583
Total realized/unrealized gains (losses)
Included in net income [1], [2], [6]	(18		)	(192		)	23
Included in OCI [3]	—			—			—
Purchases	135			—			250
Settlements	—			30			(2		)
Sales	(22		)	—			(88		)
Transfers into Level 3 [4]	—			—			45
Transfers out of Level 3 [4]	(301		)	—			(74		)
Fair value as of December 31, 2013	$	108		$	29		$	737
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2013 [2] [7]	$	(18	)	$	(192	)	$	21
	Other Policyholder Funds and Benefits Payable
Liabilities	U.S.			International			International			Equity			Total Other			Consumer
	Guaranteed			Guaranteed			Other Living			Linked			Policyholder			Notes
	Withdrawal			Living			Benefits			Notes			Funds and
	Benefits			Benefits									Benefits
													Payable
Fair value as of January 1, 2013	$	(1,249	)	$	(50	)	$	2		$	(7	)	$	(1,304	)	$	(2	)
Total realized/unrealized gains (losses)
Included in net income [1], [2], [6]	1,306			13			3			(10		)	1,312			—
Included in OCI [3]	—						—			—			—			—
Settlements	(93		)	40			(2		)	(1		)	(56		)	—
Fair value as of December 31, 2013	$	(36	)	$	3		$	3		$	(18	)	$	(48	)	$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2013 [2] [7]	$	1,306		$	13		$	3		$	(10	)	$	1,312		$	—
For the year ended December 31, 2012
	Fixed Maturities, AFS
Assets	ABS			CDOs			CMBS			Corporate			Foreign			Municipal			RMBS			Total  Fixed			Fixed
													govt./govt.									Maturities,			Maturities,
													agencies									AFS			FVO
Fair value as of January 1, 2012	$	361		$	368		$	588		$	2,255		$	49		$	437		$	1,063		$	5,121		$	495
Total realized/unrealized gains (losses)
Included in net income [1], [2], [6]	(2		)	(20		)	(83		)	3			—			(5		)	(55		)	(162		)	109
Included in OCI [3]	49			163			152			(46		)	2			41			315			676			—
Purchases	36			—			21			264			23			293			446			1,083			1
Settlements	(63		)	(47		)	(160		)	(157		)	(4		)	—			(151		)	(582		)	(1		)
Sales	(37		)	(3		)	(210		)	(114		)	(19		)	(96		)	(207		)	(686		)	(391		)
Transfers into Level 3 [4]	13			483			666			775			5			25			1			1,968			1
Transfers out of Level 3 [4]	(79		)	—			(115		)	(979		)	—			(468		)	(39		)	(1,680		)	—
Fair value as of December 31, 2012	$	278		$	944		$	859		$	2,001		$	56		$	227		$	1,373		$	5,738		$	214
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2012 [2] [7]	$	(5	)	$	(12	)	$	(46	)	$	(7	)	$	—		$	(5	)	$	(12	)	$	(87	)	$	(4	)
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity			Credit			Equity			Interest			U.S.			U.S.			Intl.			Other			Total Free-
	Securities,									Rate			GMWB			Macro			Program			Contracts			Standing
	AFS												Hedging			Hedge			Hedging						Derivatives [5]
																Program
Fair value as of January 1, 2012	$	93		$	(561	)	$	40		$	(58	)	$	883		$	357		$	35		$	28		$	724
Total realized/unrealized gains (losses)
Included in net income [1], [2], [6]	8			195			(40		)	(9		)	(429		)	(323		)	(21		)	(5		)	(632		)
Included in OCI [3]	(5		)	—			—			2			—			—			—			—			2
Purchases	21			—			76			1			55			252			(58		)	—			326
Settlements	—			371			(19		)	—			(13		)	—			104			—			443
Sales	(33		)	—			—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			—			—			—			—			—			—			—
Transfers out of Level 3 [4]	—			(1		)	—			32			23			—			8			—			62
Fair value as of December 31, 2012	$	84		$	4		$	57		$	(32	)	$	519		$	286		$	68		$	23		$	925
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2012 [2] [7]	$	5		$	146		$	(15	)	$	(12	)	$	(425	)	$	(322	)	$	(5	)	$	(4	)	$	(637	)
Assets	Limited Partnerships and Other Alternative Investments			Reinsurance Recoverable			Separate Accounts
				for U.S. GMWB
Fair value as of January 1, 2012	$	—		$	443		$	1,031
Total realized/unrealized gains (losses)
Included in net income [1], [2], [6]	(1		)	(280		)	37
Included in OCI [3]	—			—			—
Purchases	55			—			252
Settlements	—			28			(1		)
Sales	—			—			(476		)
Transfers into Level 3 [4]	260			—			443
Transfers out of Level 3 [4]	—			—			(703		)
Fair value as of December 31, 2012	$	314		$	191		$	583
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2012 [2] [7]	$	(1	)	$	(280	)	$	28
	Other Policyholder Funds and Benefits Payable
Liabilities	U.S.			International			International			Equity			Total Other			Other			Consumer
	Guaranteed			Guaranteed			Other Living			Linked			Policyholder			Liabilities			Notes
	Withdrawal			Living			Benefits			Notes			Funds and
	Benefits			Benefits									Benefits
													Payable
Fair value as of January 1, 2012	$	(2,538	)	$	(66	)	$	(5	)	$	(9	)	$	(2,618	)	$	(9	)	$	(4	)
Total realized/unrealized gains (losses)
Included in net income [1], [2], [6]	1,430			26			11			2			1,469			(34		)	2
Included in OCI [3]	—			—			—			—			—			—			—
Settlements [8]	(141		)	(10		)	(4		)	—			(155		)	43			—
Fair value as of December 31, 2012	$	(1,249	)	$	(50	)	$	2		$	(7	)	$	(1,304	)	$	—		$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2012 [2] [7]	$	1,430		$	26		$	11		$	2		$	1,469		$	—		$	2
[1]	The Company classifies gains and losses on GMWB reinsurance derivatives and Guaranteed Living Benefit embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.
[2]	All amounts in these rows are reported in net realized capital gains/losses. The realized/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. All amounts are before income taxes and amortization DAC.
[3]	All amounts are before income taxes and amortization of DAC.
[4]	Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.
[5]	Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Consolidated Balance Sheet in other investments and other liabilities.
[6]	Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[7]	Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein.
[8]	Settlements of other liabilities reflect the removal of liabilities carried at fair value upon the deconsolidation of a variable interest entity. See note 6, Investments and Derivative Instruments for additional information.
Fair Value Option
The Company holds fair value option investments that contain an embedded credit derivative with underlying credit risk primarily related to commercial real estate. Also included are foreign government securities for which the FVO was elected in order to align with the accounting for yen-based fixed annuity liabilities, which are adjusted for changes in spot rates through realized gains and losses. Similar to other fixed maturities, income earned from these securities is recorded in net investment income. Changes in the fair value of these securities are recorded in net realized capital gains and losses.
The Company also elected the fair value option for certain consolidated VIE investment funds. The Company elected the fair value option in order to report investments of consolidated investment companies at fair value with changes in the fair value of these securities recognized in net realized capital gains and losses, consistent with accounting requirement for investment companies. The investment funds primarily hold fixed income securities and the Company has management and control of the funds as well as a significant ownership interest.
The following table presents the changes in fair value of those assets and liabilities accounted for using the fair value option reported in net realized capital gains and losses in the Company’s Consolidated Statements of Operations.
	For the years ended December 31,
	2013			2012
Assets
Fixed maturities, FVO
Corporate	(13		)	13
CRE CDOs	11			63
CMBS bonds	—			(2		)
Foreign government	(115		)	(86		)
RMBS	—			5
Other liabilities
Credit-linked notes	—			(34		)
Total realized capital gains (losses)	$	(117	)	$	(41	)
The following table presents the fair value of assets and liabilities accounted for using the fair value option included in the Company’s Consolidated Balance Sheets.
	As of December 31,
	2013			2012
Assets
Fixed maturities, FVO
ABS	$	3		$	—
CRE CDOs	183			205
CMBS	8			5
Corporate	92			140
Foreign government	518			730
U.S. government	24			2
Municipals	1			1
RMBS	15			4
Total fixed maturities, FVO	$	844		$	1,087
Financial Instruments Not Carried at Fair Value
The following table presents carrying amounts and fair values of The Hartford’s financial instruments not carried at fair value and not included in the above fair value discussion as of December 31, 2013 and 2012.
		December 31, 2013						December 31, 2012
	Fair Value	Carrying			Fair			Carrying			Fair
	Hierarchy	Amount			Value			Amount			Value
	Level
Assets
Policy loans	Level 3	$	1,420		$	1,480		$	1,997		$	2,165
Mortgage loans	Level 3	5,598			5,641			6,711			6,933
Liabilities
Other policyholder funds and benefits payable [1]	Level 3	$	9,152		$	9,352		$	9,558		$	9,910
Senior notes [2]	Level 2	5,206			5,845			5,706			7,071
Junior subordinated debentures [2]	Level 2	1,100			1,271			1,100			1,265
Revolving Credit Facility	Level 2	238			238			—			—
Consumer notes [3]	Level 3	82			82			159			159
[1]	Excludes guarantees on variable annuities, group accident and health and universal life insurance contracts, including corporate owned life insurance.
[2]	Included in long-term debt in the Consolidated Balance Sheets, except for current maturities, which are included in short-term debt.
[3]	Excludes amounts carried at fair value and included in preceding disclosures.
The Company has not made any changes in its valuation methodologies for the following assets and liabilities during the years ended December 31, 2013 or December 31, 2012.
•	Fair value for policy loans and consumer notes were estimated using discounted cash flow calculations using current interest rates adjusted for estimated loan durations.
•	Fair values for mortgage loans were estimated using discounted cash flow calculations based on current lending rates for similar type loans. Current lending rates reflect changes in credit spreads and the remaining terms of the loans.
•	Fair values for other policyholder funds and benefits payable, not carried at fair value, are estimated based on the cash surrender values of the underlying policies or by estimating future cash flows discounted at current interest rates adjusted for credit risk.
•	Fair values for senior notes and junior subordinated debentures are determined using the market approach based on reported trades, benchmark interest rates and issuer spread for the Company which may consider credit default swaps.
•	Fair values for private placement junior subordinated debentures are based primarily on market quotations from independent third party brokers.

Investments_and_Derivative_Ins

Investments and Derivative Instruments	12 Months Ended
	Dec. 31, 2013
Investments and Derivative Instruments [Abstract]	'
Investments and Derivative Instruments	'
	Investments and Derivative Instruments
	Net Investment Income (Loss)
		For the years ended December 31,
	(Before-tax)	2013			2012			2011
	Fixed maturities [1]	$	2,623		$	3,352		$	3,382
	Equity securities, AFS	30			37			36
	Mortgage loans	262			337			281
	Policy loans	83			119			131
	Limited partnerships and other alternative investments	287			196			243
	Other investments [2]	200			297			305
	Investment expenses	(123		)	(111		)	(115		)
	Total securities AFS and other	3,362			4,227			4,263
	Equity securities, trading	6,061			4,364			(1,345		)
	Total net investment income (loss)	$	9,423		$	8,591		$	2,918
	[1]	Includes net investment income on short-term investments.
	[2]	Includes income from derivatives that hedge fixed maturities and qualify for hedge accounting.
	The net unrealized gain (loss) on equity securities, trading, included in net investment income during the years ended December 31, 2013, 2012 and 2011, was $4.1 billion, $4.5 billion and $(1.3) billion, respectively, substantially all of which have corresponding amounts credited to policyholders. These amounts were not included in net unrealized gains (losses) in the accompanying Consolidated Balance Sheets.
	Net Realized Capital Gains (Losses)
		For the years ended December 31,
	(Before-tax)	2013			2012			2011
	Gross gains on sales [1]	$	2,387		$	821		$	687
	Gross losses on sales	(692		)	(440		)	(384		)
	Net OTTI losses recognized in earnings [2]	(73		)	(349		)	(174		)
	Valuation allowances on mortgage loans	(1		)	14			24
	Japanese fixed annuity contract hedges, net [3]	6			(36		)	3
	Periodic net coupon settlements on credit derivatives/Japan	(7		)	(10		)	(10		)
	Results of variable annuity hedge program
	GMWB derivatives, net	262			519			(397		)
	U.S. macro hedge program	(234		)	(340		)	(216		)
	Total U.S. program	28			179			(613		)
	International program [4]	(1,586		)	(1,467		)	691
	Total results of variable annuity hedge program	(1,558		)	(1,288		)	78
	Other, net [5]	445			544			(450		)
	Net realized capital gains (losses)	$	507		$	(744	)	$	(226	)
	[1]	Includes $1.5 billion of gains relating to the sales of the Retirement Plans and Individual Life businesses in the year ended December 31, 2013.
	[2]	Includes $177 of intent-to-sell impairments relating to the Retirement Plans and Individual Life businesses sold for the year ended December 31, 2012.
	[3]	Includes for the years ended December 31, 2013, 2012, and 2011, transactional foreign currency re-valuation related to the Japan fixed annuity product of $324, $245, and $(129) , respectively, as well as the change in value related to the derivative hedging instruments and the Japan government FVO securities of $(318), $(281), and $132, respectively.
	[4]	Includes $(57), $(72), and $0 of transactional foreign currency re-valuation for the years ended December 31, 2013, 2012, and 2011, respectively.
	[5]	For the years ended December 31, 2013, 2012, and 2011, other, net gains and losses includes $240, $273 and ($129), respectively, of transactional foreign currency re-valuation associated with the internal reinsurance of the Japan GMIB variable annuity business, which is offset in AOCI. Also includes for the years ended December 31, 2013, 2012, and 2011, $248, $167 and ($101), respectively, of other transactional foreign currency re-valuation, primarily associated with the internal reinsurance of the Japan 3 wins variable annuity business, of which a portion is offset within realized gains and losses by the change in value of the associated hedging derivatives. Also includes $71 and $110 of gains relating to the Retirement Plans and Individual Life businesses sold for the years ended December 31, 2013 and 2012, respectively, as well as changes in value of non-qualifying derivatives.
	Net realized capital gains and losses from investment sales are reported as a component of revenues and are determined on a specific identification basis. Gross gains and losses on sales and impairments previously reported as unrealized gains or (losses) in AOCI were $1.6 billion, $32 and $129 for the years ended December 31, 2013, 2012 and 2011, respectively.
	Sales of Available-for-Sale Securities
		For the years ended December 31,
		2013			2012			2011
	Fixed maturities, AFS
	Sale proceeds	$	39,225		$	41,442		$	36,956
	Gross gains [1]	2,214			845			617
	Gross losses	(669		)	(416		)	(381		)
	Equity securities, AFS
	Sale proceeds	$	274		$	295		$	239
	Gross gains	96			34			59
	Gross losses	(6		)	(20		)	—
	[1] Includes $1.5 billion of gross gains related to the sale of the Individual Life and Retirement Plans businesses for the year ended December 31, 2013.
	Sales of AFS securities in 2013 were primarily as a result of management of duration and liquidity as well as progress towards sector allocation objectives.
	Other-Than-Temporary Impairment Losses
	The following table presents a roll-forward of the Company’s cumulative credit impairments on debt securities held as of December 31, 2013, 2012 and 2011.
		For the years ended December 31,
	(Before-tax)	2013			2012			2011
	Balance as of beginning of period	$	(1,013	)	$	(1,676	)	$	(2,072	)
	Additions for credit impairments recognized on [1]:
	Securities not previously impaired	(19		)	(28		)	(56		)
	Securities previously impaired	(13		)	(20		)	(69		)
	Reductions for credit impairments previously recognized on:
	Securities that matured or were sold during the period	469			700			505
Securities the Company made the decision to sell or more likely than not will be required to sell	2			—			—
Securities due to an increase in expected cash flows	22			11			16
Balance as of end of period	$	(552	)	$	(1,013	)	$	(1,676	)
[1] These additions are included in the net OTTI losses recognized in earnings in the Consolidated Statements of Operations.
Available-for-Sale Securities
The following table presents the Company’s AFS securities by type.
	December 31, 2013															December 31, 2012
	Cost or			Gross			Gross			Fair			Non-			Cost or			Gross			Gross			Fair			Non-
	Amortized			Unrealized			Unrealized			Value			Credit			Amortized			Unrealized			Unrealized			Value			Credit
	Cost			Gains			Losses						OTTI [1]			Cost			Gains			Losses						OTTI [1]
ABS	$	2,404		$	25		$	(64	)	$	2,365		$	(2	)	$	2,883		$	63		$	(183	)	$	2,763		$	(4	)
CDOs [2]	2,340			108			(59		)	2,387			—			3,170			60			(159		)	3,040			(14		)
CMBS	4,288			216			(58		)	4,446			(6		)	6,083			417			(179		)	6,321			(11		)
Corporate	27,013			1,823			(346		)	28,490			(7		)	39,694			4,631			(276		)	44,049			(19		)
Foreign govt./govt. agencies	4,228			52			(176		)	4,104			—			3,985			191			(40		)	4,136			—
Municipal	11,932			425			(184		)	12,173			—			13,001			1,379			(19		)	14,361			—
RMBS	4,639			90			(82		)	4,647			(4		)	7,318			295			(133		)	7,480			(32		)
U.S. Treasuries	3,797			7			(59		)	3,745			—			3,613			175			(16		)	3,772			—
Total fixed maturities, AFS	60,641			2,746			(1,028		)	62,357			(19		)	79,747			7,211			(1,005		)	85,922			(80		)
Equity securities, AFS	850			67			(49		)	868			—			866			81			(57		)	890			—
Total AFS securities [3]	$	61,491		$	2,813		$	(1,077	)	$	63,225		$	(19	)	$	80,613		$	7,292		$	(1,062	)	$	86,812		$	(80	)
[1] Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of December 31, 2013 and 2012.
[2] Gross unrealized gains (losses) exclude the fair value of bifurcated embedded derivative features of certain securities. Subsequent changes in value will be recorded in net realized capital gains (losses).
[3] As of December 31, 2012, includes fixed maturities, AFS and equity securities, AFS relating to the sales of the Retirement Plans and Individual Life businesses; see Note 2 - Business Dispositions of the Notes to Consolidated Financial Statements for further discussion of these transactions.
The following table presents the Company’s fixed maturities, AFS, by contractual maturity year.
	December 31, 2013
Contractual Maturity	Amortized Cost			Fair Value
One year or less	$	2,195		$	2,228
Over one year through five years	11,930			12,470
Over five years through ten years	10,814			11,183
Over ten years	22,031			22,631
Subtotal	46,970			48,512
Mortgage-backed and asset-backed securities	13,671			13,845
Total fixed maturities, AFS	$	60,641		$	62,357
Estimated maturities may differ from contractual maturities due to security call or prepayment provisions. Due to the potential for variability in payment spreads (i.e. prepayments or extensions), mortgage-backed and asset-backed securities are not categorized by contractual maturity.
Concentration of Credit Risk
The Company aims to maintain a diversified investment portfolio including issuer, sector and geographic stratification, where applicable, and has established certain exposure limits, diversification standards and review procedures to mitigate credit risk.
The Company's only exposure to any credit concentration risk of a single issuer greater than 10% of the Company's stockholders' equity, other than the U.S. government and certain U.S. government securities, was the Government of Japan, which represents $2.6 billion and $2.7 billion , or 14% and 12% of stockholders' equity, and 3% and 2% of total invested assets as of December 31, 2013 and 2012, respectively. As of December 31, 2013, other than U.S. government and certain U.S. government agencies, the Company’s three largest exposures by issuer were the Government of Japan, Goldman Sachs Group Inc., and State of Illinois which each comprised less than 4% of total invested assets. As of December 31, 2012, other than U.S. government and certain U.S. government agencies, the Company’s three largest exposures by issuer were the Government of Japan, State of California, and National Grid PLC which each comprised less than 3% of total invested assets. The Company’s three largest exposures by sector as of December 31, 2013 were municipal securities, utilities, and financial services which comprised approximately 15%, 8% and 7%, respectively, of total invested assets. The Company’s three largest exposures by sector as of December 31, 2012 were municipal investments, utilities, and financial services which comprised approximately 7%, 6% and 5%, respectively, of total invested assets.
Security Unrealized Loss Aging
The following tables present the Company’s unrealized loss aging for AFS securities by type and length of time the security was in a continuous unrealized loss position.
	December 31, 2013
	Less Than 12 Months									12 Months or More									Total
	Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses
ABS	$	893		$	888		$	(5	)	$	477		$	418		$	(59	)	$	1,370		$	1,306		$	(64	)
CDOs [1]	137			135			(2		)	1,933			1,874			(57		)	2,070			2,009			(59		)
CMBS	812			788			(24		)	610			576			(34		)	1,422			1,364			(58		)
Corporate	4,922			4,737			(185		)	1,225			1,064			(161		)	6,147			5,801			(346		)
Foreign govt./govt. agencies	2,961			2,868			(93		)	343			260			(83		)	3,304			3,128			(176		)
Municipal	3,150			2,994			(156		)	190			162			(28		)	3,340			3,156			(184		)
RMBS	2,046			2,008			(38		)	591			547			(44		)	2,637			2,555			(82		)
U.S. Treasuries	2,914			2,862			(52		)	33			26			(7		)	2,947			2,888			(59		)
Total fixed maturities, AFS	17,835			17,280			(555		)	5,402			4,927			(473		)	23,237			22,207			(1,028		)
Equity securities, AFS	196			188			(8		)	223			182			(41		)	419			370			(49		)
Total securities in an unrealized loss position	$	18,031		$	17,468		$	(563	)	$	5,625		$	5,109		$	(514	)	$	23,656		$	22,577		$	(1,077	)
	31-Dec-12
	Less Than 12 Months									12 Months or More									Total
	Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses
ABS	$	163		$	161		$	(2	)	$	886		$	705		$	(181	)	$	1,049		$	866		$	(183	)
CDOs [1]	5			4			(1		)	2,567			2,389			(158		)	2,572			2,393			(159		)
CMBS	339			322			(17		)	1,248			1,086			(162		)	1,587			1,408			(179		)
Corporate	1,261			1,218			(43		)	1,823			1,590			(233		)	3,084			2,808			(276		)
Foreign govt./govt. agencies	1,380			1,343			(37		)	20			17			(3		)	1,400			1,360			(40		)
Municipal	271			265			(6		)	157			144			(13		)	428			409			(19		)
RMBS	910			908			(2		)	869			738			(131		)	1,779			1,646			(133		)
U.S. Treasuries	583			567			(16		)	—			—			—			583			567			(16		)
Total fixed maturities, AFS	4,912			4,788			(124		)	7,570			6,669			(881		)	12,482			11,457			(1,005		)
Equity securities, AFS	69			67			(2		)	280			225			(55		)	349			292			(57		)
Total securities in an unrealized loss position	$	4,981		$	4,855		$	(126	)	$	7,850		$	6,894		$	(936	)	$	12,831		$	11,749		$	(1,062	)
[1] Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities. Subsequent changes in fair value are recorded in net realized capital gains (losses).
As of December 31, 2013, AFS securities in an unrealized loss position, consisted of 3,215 securities, primarily related to municipal securities, foreign government and government agencies, and corporate securities, which are depressed primarily due to an increase in interest rates since the securities were purchased and/or declines in the value of the currency in which the assets are denominated. As of December 31, 2013, 94% of these securities were depressed less than 20% of cost or amortized cost. The increase in unrealized losses during 2013 was primarily attributable to an increase in interest rates, partially offset by tighter credit spreads.
Most of the securities depressed for twelve months or more relate to certain floating rate corporate securities with greater than 10 years to maturity concentrated in the financial services sector, foreign government and government agencies, as well as structured securities with exposure to commercial and residential real estate. Although credit spreads have tightened during 2013, current market spreads continue to be wider than spreads at the securities' respective purchase dates for structured securities with exposure to commercial and residential real estate largely due to the economic and market uncertainties regarding future performance of certain commercial and residential real estate backed securities. The majority of these securities have a floating-rate coupon referenced to a market index that has declined substantially. In addition, equity securities include investment grade perpetual preferred securities that contain “debt-like” characteristics where the decline in fair value is not attributable to issuer-specific credit deterioration, none of which have, nor are expected to, miss a periodic dividend payment. These securities have been depressed due to the securities’ floating-rate coupon in the current low interest rate environment, general market credit spread widening since the date of purchase and the long-dated nature of the securities. The Company neither has an intention to sell nor does it expect to be required to sell the securities outlined above.
Mortgage Loans
	December 31, 2013									31-Dec-12
	Amortized Cost [1]			Valuation Allowance			Carrying Value			Amortized Cost [1]			Valuation Allowance			Carrying Value
Total commercial mortgage loans [2]	$	5,665		$	(67	)	$	5,598		$	6,779		$	(68	)	$	6,711
[1] Amortized cost represents carrying value prior to valuation allowances, if any.
[2] As of December 31, 2012, includes commercial mortgage loans relating to the sales of the Retirement Plans and Individual Life businesses; see Note 2 - Business Dispositions of the Notes to Consolidated Financial Statements for further discussion of these transactions.
As of December 31, 2013 and 2012, the carrying value of mortgage loans associated with the valuation allowance was $191 and $291, respectively. Included in the table above are mortgage loans held-for-sale with a carrying value and valuation allowance of $61 and $3, respectively, as of December 31, 2013, and $47 and $3, respectively, as of December 31, 2012. The carrying value of these loans is included in mortgage loans in the Company’s Consolidated Balance Sheets. As of December 31, 2013, loans within the Company’s mortgage loan portfolio that have had extensions or restructurings other than what is allowable under the original terms of the contract are immaterial.
The following table presents the activity within the Company’s valuation allowance for mortgage loans. These loans have been evaluated both individually and collectively for impairment. Loans evaluated collectively for impairment are immaterial.
	For the years ended December 31,
	2013			2012			2011
Balance as of January 1	$	(68	)	$	(102	)	$	(155	)
(Additions)/Reversals	(2		)	14			(26		)
Deductions	3			20			79
Balance as of December 31	$	(67	)	$	(68	)	$	(102	)
The weighted-average LTV ratio of the Company’s commercial mortgage loan portfolio was 59% as of December 31, 2013, while the weighted-average LTV ratio at origination of these loans was 63%. LTV ratios compare the loan amount to the value of the underlying property collateralizing the loan. The loan values are updated no less than annually through property level reviews of the portfolio. Factors considered in the property valuation include, but are not limited to, actual and expected property cash flows, geographic market data and capitalization rates. DSCRs compare a property’s net operating income to the borrower’s principal and interest payments. The weighted average DSCR of the Company’s commercial mortgage loan portfolio was 2.34x as of December 31, 2013. As of December 31, 2013, the Company held only one delinquent commercial mortgage loan past due by 90 days or more. The carrying value and valuation allowance of this loan totaled $0 and $50, respectively, and was not accruing income. As of December 31, 2012, the Company held two delinquent commercial mortgage loans past due by 90 days or more. These loans had a total carrying value and valuation allowance totaled $32 and $50, respectively, and were not accruing income.
The following table presents the carrying value of the Company’s commercial mortgage loans by LTV and DSCR.
Commercial Mortgage Loans Credit Quality
	December 31, 2013				31-Dec-12
Loan-to-value	Carrying Value			Avg. Debt-Service Coverage Ratio	Carrying Value			Avg. Debt-Service Coverage Ratio
Greater than 80%	$	101		0.99x	$	253		0.95x
65% - 80%	1,195			1.82x	2,220			2.12x
Less than 65%	4,302			2.53x	4,238			2.40x
Total commercial mortgage loans	$	5,598		2.34x	$	6,711		2.24x
The following tables present the carrying value of the Company’s mortgage loans by region and property type.
Mortgage Loans by Region
	December 31, 2013					31-Dec-12
	Carrying Value			Percent of Total		Carrying Value			Percent of Total
East North Central	$	187		3.3	%	$	145		2.2	%
Middle Atlantic	409			7.3	%	477			7.1	%
Mountain	104			1.9	%	99			1.5	%
New England	353			6.3	%	350			5.2	%
Pacific	1,587			28.3	%	1,978			29.5	%
South Atlantic	899			16.1	%	1,378			20.5	%
West North Central	47			0.8	%	16			0.2	%
West South Central	338			6	%	398			5.9	%
Other [1]	1,674			30	%	1,870			27.9	%
Total mortgage loans	$	5,598		100	%	$	6,711		100	%
[1] Primarily represents loans collateralized by multiple properties in various regions.
Mortgage Loans by Property Type
	December 31, 2013					31-Dec-12
	Carrying Value			Percent of Total		Carrying Value			Percent of Total
Commercial
Agricultural	$	125		2.2	%	$	142		2.1	%
Industrial	1,718			30.7	%	2,079			30.9	%
Lodging	27			0.5	%	81			1.2	%
Multifamily	1,155			20.6	%	1,200			17.9	%
Office	1,278			22.8	%	1,510			22.5	%
Retail	1,140			20.4	%	1,460			21.8	%
Other	155			2.8	%	239			3.6	%
Total mortgage loans	$	5,598		100	%	$	6,711		100	%
Variable Interest Entities
The Company is involved with various special purpose entities and other entities that are deemed to be VIEs primarily as a collateral or investment manager and as an investor through normal investment activities, as well as a means of accessing capital through a contingent capital facility. For further information on the facility, see Note 13 - Debt of Notes to Consolidated Financial Statements.
A VIE is an entity that either has investors that lack certain essential characteristics of a controlling financial interest or lacks sufficient funds to finance its own activities without financial support provided by other entities.
The Company performs ongoing qualitative assessments of its VIEs to determine whether the Company has a controlling financial interest in the VIE and therefore is the primary beneficiary. The Company is deemed to have a controlling financial interest when it has both the ability to direct the activities that most significantly impact the economic performance of the VIE and the obligation to absorb losses or right to receive benefits from the VIE that could potentially be significant to the VIE. Based on the Company’s assessment, if it determines it is the primary beneficiary, the Company consolidates the VIE in the Company’s Consolidated Financial Statements.
Consolidated VIEs
The following table presents the carrying value of assets and liabilities, and the maximum exposure to loss relating to the VIEs for which the Company is the primary beneficiary. Creditors have no recourse against the Company in the event of default by these VIEs nor does the Company have any implied or unfunded commitments to these VIEs. The Company’s financial or other support provided to these VIEs is limited to its collateral or investment management services and original investment.
	December 31, 2013									31-Dec-12
	Total Assets			Total Liabilities [1]			Maximum Exposure to Loss [2]			Total Assets			Total Liabilities [1]			Maximum Exposure to Loss [2]
CDOs [3]	$	31		$	33		$	—		$	89		$	88		$	7
Investment funds [4]	164			—			173			163			—			162
Limited partnerships	4			—			4			6			1			5
Total	$	199		$	33		$	177		$	258		$	89		$	174
[1] Included in other liabilities in the Company’s Consolidated Balance Sheets.
[2] The maximum exposure to loss represents the maximum loss amount that the Company could recognize as a reduction in net investment income or as a realized capital loss and is the cost basis of the Company’s investment.
[3] Total assets included in fixed maturities, AFS in the Company’s Consolidated Balance Sheets.
[4] Total assets included in fixed maturities, FVO, short-term investments, and equity, AFS in the Company's Consolidated Balance Sheets.
CDOs represent structured investment vehicles for which the Company has a controlling financial interest as it provides collateral management services, earns a fee for those services and also holds investments in the securities issued by these vehicles. Investment funds represent wholly-owned fixed income funds for which the Company has management and control of the investments which is the activity that most significantly impacts its economic performance. Limited partnerships represent one hedge fund for which the Company holds a majority interest in the fund as an investment.
Non-Consolidated VIEs
The Company holds a significant variable interest for one VIE for which it is not the primary beneficiary and, therefore, was not consolidated on the Company’s Consolidated Balance Sheets. This VIE represents a contingent capital facility (“facility”) that has been held by the Company since February 2007 for which the Company has no implied or unfunded commitments. Assets and liabilities recorded for the facility were $17 and $19 as of December 31, 2013, respectively, and $23 and $23, respectively, as of December 31, 2012. Additionally, the Company has a maximum exposure to loss of $3 and $3, respectively, as of December 31, 2013 and 2012, which represents the issuance costs that were incurred to establish the facility. The Company does not have a controlling financial interest as it does not manage the assets of the facility nor does it have the obligation to absorb losses or the right to receive benefits that could potentially be significant to the facility, as the asset manager has significant variable interest in the vehicle. The Company’s financial or other support provided to the facility is limited to providing ongoing support to cover the facility’s operating expenses. For further information on the facility, see Note 13 - Debt of Notes to Consolidated Financial Statements.
In addition, the Company, through normal investment activities, makes passive investments in structured securities issued by VIEs for which the Company is not the manager which are included in ABS, CDOs, CMBS and RMBS in the Available-for-Sale Securities table and fixed maturities, FVO, in the Company’s Consolidated Balance Sheets. The Company has not provided financial or other support with respect to these investments other than its original investment. For these investments, the Company determined it is not the primary beneficiary due to the relative size of the Company’s investment in comparison to the principal amount of the structured securities issued by the VIEs, the level of credit subordination which reduces the Company’s obligation to absorb losses or right to receive benefits and the Company’s inability to direct the activities that most significantly impact the economic performance of the VIEs. The Company’s maximum exposure to loss on these investments is limited to the amount of the Company’s investment.
Repurchase and Dollar Roll Agreements and Other Collateral Transactions
The Company enters into repurchase agreements and dollar roll transactions to manage liquidity or to earn incremental spread income. A repurchase agreement is a transaction in which one party (transferor) agrees to sell securities to another party (transferee) in return for cash (or securities), with a simultaneous agreement to repurchase the same securities at a specified price at a later date. A dollar roll is a type of repurchase agreement where a mortgage backed security is sold with an agreement to repurchase substantially the same security at a specified time in the future. These transactions are generally short-term in nature, and therefore, the carrying amounts of these instruments approximate fair value.
As part of repurchase agreements and dollar roll transactions, the Company transfers collateral of U.S. government and government agency securities and receives cash. For the repurchase agreements, the Company obtains cash in an amount equal to at least 95% of the fair value of the securities transferred. The agreements contain contractual provisions that require additional collateral to be transferred when necessary and provide the counterparty the right to sell or re-pledge the securities transferred. The cash received from the repurchase program is typically invested in short-term investments or fixed maturities. Repurchase agreements include master netting provisions that provide the counterparties the right to set off claims and apply securities held by them in respect of their obligations in the event of a default. The Company accounts for the repurchase agreements and dollar roll transactions as collateralized borrowings. The securities transferred under repurchase agreements and dollar roll transactions are included in fixed maturities, AFS with the obligation to repurchase those securities recorded in other liabilities on the Company's Consolidated Balance Sheets.
As of December 31, 2013, the Company has no outstanding repurchase agreements or dollar roll transactions. As of December 31, 2012, the Company reported financial collateral pledged relating to repurchase agreements of $923 in fixed maturities, AFS on the Consolidated Balance sheets. The Company reported a corresponding obligation to repurchase these securities of $923 in other liabilities on the Consolidated Balance sheets. With respect to dollar roll transactions, the Company reported financial collateral pledged with a fair value of $1.0 billion in fixed maturities, AFS with a corresponding obligation to repurchase $1.0 billion reported in other liabilities, as of December 31, 2012.
The Company is required by law to deposit securities with government agencies in states where it conducts business. As of December 31, 2013 and 2012 the fair value of securities on deposit was approximately $1.9 billion and $1.7 billion, respectively.
As of December 31, 2013, the Company has pledged as collateral $272 in Japan government bonds reported in fixed maturities, AFS, associated with short-term debt of $238.
As of December 31, 2013 and 2012, the Company has pledged as collateral $34 and $59, respectively, of U.S. government securities and government agency securities for letters of credit.
Refer to Derivative Collateral Arrangements section of this note for disclosure of collateral in support of derivative transactions.
Equity Method Investments
The majority of the Company's investments in limited partnerships and other alternative investments, including hedge funds, mortgage and real estate funds, mezzanine debt funds, and private equity and other funds (collectively, “limited partnerships”), are accounted for under the equity method of accounting. The Company’s maximum exposure to loss as of December 31, 2013 is limited to the total carrying value of $2.1 billion. In addition, the Company has outstanding commitments totaling $531 to fund limited partnership and other alternative investments as of December 31, 2013. The Company’s investments in limited partnerships are generally of a passive nature in that the Company does not take an active role in the management of the limited partnerships. In 2013, aggregate investment income from limited partnerships and other alternative investments exceeded 10% of the Company’s pre-tax consolidated net income. Accordingly, the Company is disclosing aggregated summarized financial data for the Company’s limited partnership investments. This aggregated summarized financial data does not represent the Company’s proportionate share of limited partnership assets or earnings. Aggregate total assets of the limited partnerships in which the Company invested totaled $85.6 billion and $90.5 billion as of December 31, 2013 and 2012, respectively. Aggregate total liabilities of the limited partnerships in which the Company invested totaled $11.4 billion and $12.8 billion as of December 31, 2013 and 2012, respectively. Aggregate net investment income of the limited partnerships in which the Company invested totaled $1.8 billion, $1.0 billion and $1.3 billion for the periods ended December 31, 2013, 2012 and 2011, respectively. Aggregate net income of the limited partnerships in which the Company invested totaled $8.4 billion, $7.2 billion and $9.1 billion for the periods ended December 31, 2013, 2012 and 2011, respectively. As of, and for the period ended, December 31, 2013, the aggregated summarized financial data reflects the latest available financial information.
Derivative Instruments
The Company utilizes a variety of OTC, OTC-cleared and exchange traded derivative instruments as a part of its overall risk management strategy as well as to enter into replication transactions. Derivative instruments are used to manage risk associated with interest rate, equity market, credit spread, issuer default, price, and currency exchange rate risk or volatility. Replication transactions are used as an economical means to synthetically replicate the characteristics and performance of assets that would be permissible investments under the Company’s investment policies. The Company also purchases and has previously issued financial instruments and products that either are accounted for as free-standing derivatives, such as certain reinsurance contracts, or may contain features that are deemed to be embedded derivative instruments, such as the GMWB rider included with certain variable annuity products.
Strategies that qualify for hedge accounting
Certain derivatives the Company enters into satisfy the hedge accounting requirements as outlined in Note 1 of these financial statements. Typically, these hedge relationships include interest rate and foreign currency swaps where the terms or expected cash flows of the securities closely match the terms of the swap. The swaps are typically used to manage interest rate duration of certain fixed maturity securities, or liability contracts, or convert securities, or liabilities, denominated in a foreign currency to US dollars. The hedge strategies by hedge accounting designation include:
Cash flow hedges
Interest rate swaps are predominantly used to manage portfolio duration and better match cash receipts from assets with cash disbursements required to fund liabilities. These derivatives convert interest receipts on floating-rate fixed maturity securities or interest payments on floating-rate guaranteed investment contracts to fixed rates. The Company also enters into forward starting swap agreements primarily to hedge interest rate risk inherent in the assumptions used to price certain liabilities. In addition, during the first quarter of 2013 the Company entered into a treasury lock contract to hedge the anticipated interest payments of a fixed rate debt issuance that was subsequently terminated upon the debt issuance.
Foreign currency swaps are used to convert foreign currency-denominated cash flows related to certain investment receipts and liability payments to U.S. dollars in order to reduce cash flow fluctuations due to changes in currency rates.
Fair value hedges
Interest rate swaps are used to hedge the changes in fair value of certain fixed rate liabilities and fixed maturity securities due to fluctuations in interest rates. Foreign currency swaps are used to hedge the changes in fair value of certain foreign currency-denominated fixed rate liabilities due to changes in foreign currency rates by swapping the fixed foreign payments to floating rate U.S. dollar denominated payments.
Non-qualifying strategies
Derivative relationships that do not qualify for hedge accounting or “non-qualifying strategies” primarily include the hedge programs for our U.S. and international variable annuity products as well as the hedging and replication strategies that utilize credit default swaps. In addition, hedges of interest rate and foreign currency risk of certain fixed maturities and liabilities do not qualify for hedge accounting. These non-qualifying strategies include:
Interest rate swaps, swaptions, caps, floors, and futures
The Company may use interest rate swaps, swaptions, caps, floors and futures to manage duration between assets and liabilities in certain investment portfolios. In addition, the Company enters into interest rate swaps to terminate existing swaps, thereby offsetting the changes in value of the original swap. As of December 31, 2013 and 2012, the notional amount of interest rate swaps in offsetting relationships was $6.9 billion and $7.5 billion, respectively.
Foreign currency swaps and forwards
The Company enters into foreign currency swaps and forwards to convert the foreign currency exposures of certain foreign currency-denominated fixed maturity investments to U.S. dollars.
Japan 3Win foreign currency swaps
The Company formerly offered certain variable annuity products with a guaranteed minimum income benefit ("GMIB") rider through a wholly-owned Japanese subsidiary. The GMIB rider is reinsured to a wholly-owned U.S. subsidiary which invests in U.S. dollar denominated assets to support the liability. The U.S. subsidiary entered into pay U.S. dollar, receive yen swap contracts to hedge the currency and yen interest rate exposure between the U.S. dollar denominated assets and the yen denominated fixed liability reinsurance payments.
Japanese fixed annuity hedging instruments
The Company formerly offered a yen denominated fixed annuity product through a wholly-owned Japanese subsidiary and reinsured to a wholly-owned U.S. subsidiary. The U.S. subsidiary invests in U.S. dollar denominated securities to support the yen denominated fixed liability payments and entered into currency rate swaps to hedge the foreign currency exchange rate and yen interest rate exposures that exist as a result of U.S. dollar assets backing the yen denominated liability.
Credit contracts
Credit default swaps are used to purchase credit protection on an individual entity or referenced index to economically hedge against default risk and credit-related changes in value on fixed maturity securities. Credit default swaps are also used to assume credit risk related to an individual entity, referenced index, or asset pool, as a part of replication transactions. These contracts require the Company to pay or receive a periodic fee in exchange for compensation from the counterparty should the referenced security issuers experience a credit event, as defined in the contract. The Company is also exposed to credit risk related to credit derivatives embedded within certain fixed maturity securities. These securities are primarily comprised of structured securities that contain credit derivatives that reference a standard index of corporate securities. In addition, the Company enters into credit default swaps to terminate existing credit default swaps, thereby offsetting the changes in value of the original swap going forward.
Equity index swaps and options
The Company formerly offered certain equity indexed products, which may contain an embedded derivative that requires bifurcation. The Company has entered into equity index swaps and options to economically hedge the equity volatility risk associated with these embedded derivatives. The Company also enters into equity index options and futures with the purpose of hedging the impact of an adverse equity market environment on the investment portfolio.
U.S GMWB derivatives, net
The Company formerly offered certain variable annuity products with GMWB riders in the U.S. The GMWB product is a bifurcated embedded derivative (“U.S. GMWB product derivatives”) that has a notional value equal to the guaranteed remaining balance ("GRB"). The Company uses reinsurance contracts to transfer a portion of its risk of loss due to U.S GMWB. The reinsurance contracts covering U.S. GMWB (“U.S. GMWB reinsurance contracts”) are accounted for as free-standing derivatives with a notional amount equal to the GRB amount.
The Company utilizes derivatives (“U.S. GMWB hedging derivatives”) as part of an actively managed program designed to hedge a portion of the capital market risk exposures of the non-reinsured GMWB due to changes in interest rates, equity market levels, and equity volatility. These derivatives include customized swaps, interest rate swaps and futures, and equity swaps, options, and futures, on certain indices including the S&P 500 index, EAFE index, and NASDAQ index. The following table represents notional and fair value for U.S. GMWB hedging instruments.
	Notional Amount						Fair Value
	December 31,			December 31,			December 31,			December 31,
	2013			2012			2013			2012
Customized swaps	$	7,839		$	7,787		$	74		$	238
Equity swaps, options, and futures	4,237			5,130			44			267
Interest rate swaps and futures	6,615			5,705			(77		)	67
Total	$	18,691		$	18,622		$	41		$	572
U.S. macro hedge program
The Company utilizes equity options and swaps to partially hedge against a decline in the equity markets and the resulting statutory surplus and capital impact primarily arising from GMDB and GMWB obligations. The following table represents notional and fair value for the U.S. macro hedge program.
	Notional Amount						Fair Value
	December 31,			December 31,			December 31,			December 31,
	2013			2012			2013			2012
Equity options and swaps	9,934			7,442			139			286
Total	$	9,934		$	7,442		$	139		$	286
International program
The Company formerly offered certain variable annuity products in Japan with GMWB or GMAB riders, which are bifurcated embedded derivatives (“International program product derivatives”). The GMWB provides the policyholder with a guaranteed remaining balance (“GRB”) which is generally equal to premiums less withdrawals.  If the policyholder’s account value is reduced to the specified level through a combination of market declines and withdrawals but the GRB still has value, the Company is obligated to continue to make annuity payments to the policyholder until the GRB is exhausted. Certain contract provisions can increase the GRB at contractholder election or after the passage of time. The GMAB provides the policyholder with their initial deposit in a lump sum after a specified waiting period. The notional amount of the International program product derivatives are the foreign currency denominated GRBs converted to U.S. dollars at the current foreign spot exchange rate as of the reporting period date.
The Company enters into derivative contracts (“International program hedging instruments”) to hedge a portion of the capital market risk exposures associated with the guaranteed benefits associated with the international variable annuity contracts. During 2013, the Company expanded its hedging program to substantially reduce equity and foreign currency exchange risk. The program is primarily focused on the risks that have been reinsured to the Company’s U.S. legal entities although certain hedges, predominantly options, are also held directly in HLIKK .  The hedging derivatives collectively held in these entities are comprised of equity futures, options, swaps and currency forwards and options to hedge against a decline in the debt and equity markets or changes in foreign currency exchange rates and the resulting statutory surplus and capital impact primarily arising from GMDB, GMIB and GMWB obligations issued in Japan. The Company also enters into foreign currency denominated interest rate swaps and swaptions to hedge the interest rate exposure related to the potential annuitization of certain benefit obligations.
The following table represents notional and fair value for the international program hedging instruments.
	Notional Amount						Fair Value
	December 31,			December 31,			December 31,			December 31,
	2013			2012			2013			2012
Credit derivatives	$	350		$	350		$	5		$	28
Currency forwards [1]	13,410			9,327			(60		)	(87		)
Currency options	12,066			10,342			(54		)	(24		)
Equity futures	999			2,332			—			—
Equity options	3,051			3,952			(30		)	47
Equity swaps	4,269			2,617			(119		)	(12		)
Customized swaps	—			899			—			(11		)
Interest rate futures	952			634			—			—
Interest rate swaps and swaptions	37,951			32,632			225			228
Total	$	73,048		$	63,085		$	(33	)	$	169
[1]	As of December 31, 2013 and 2012, net notional amounts are $(1.8) billion and $0.1 billion, respectively, which include $5.8 billion and $4.7 billion, respectively, related to long positions and $7.6 billion and $4.6 billion, respectively, related to short positions.
Contingent capital facility put option
The Company entered into a put option agreement that provides the Company the right to require a third-party trust to purchase, at any time, The Hartford’s junior subordinated notes in a maximum aggregate principal amount of $500. Under the put option agreement, The Hartford will pay premiums on a periodic basis and will reimburse the trust for certain fees and ordinary expenses.
Modified coinsurance reinsurance contracts
As of December 31, 2013 the Company had approximately $1.3 billion of invested assets supporting other policyholder funds and benefits payable reinsured under a modified coinsurance arrangement in connection with the sale of the Individual Life business structured as a reinsurance transaction. The assets are held in a trust established by the Company. The Company pays or receives cash quarterly to settle the results of the reinsured business, including the investment results. As a result of this modified coinsurance arrangement, the Company has an embedded derivative that transfers to the reinsurer certain unrealized changes in fair value due to interest rate and credit risks of these assets. The notional amounts of the reinsurance contracts are the invested assets supporting the reinsured reserves and are carried at fair value.
Derivative Balance Sheet Classification
The following table summarizes the balance sheet classification of the Company’s derivative related fair value amounts as well as the gross asset and liability fair value amounts. For reporting purposes, the Company has elected to offset the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty or under a master netting agreement, which provides the Company with the legal right of offset. The Company has also elected to offset the fair value amounts, income accruals and related cash collateral receivables and payables of OTC-cleared derivative instruments based on clearing house agreements. The fair value amounts presented below do not include income accruals or related cash collateral receivables and payables, which are netted with derivative fair value amounts to determine balance sheet presentation. Derivative fair value reported as liabilities after taking into account the master netting agreements, is $1.3 billion and $1.5 billion as of December 31, 2013 and 2012 , respectively. Derivatives in the Company’s separate accounts where the associated gains and losses accrue directly to policyholders are not included. The Company’s derivative instruments are held for risk management purposes, unless otherwise noted in the following table. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated and is presented in the table to quantify the volume of the Company’s derivative activity. Notional amounts are not necessarily reflective of credit risk. In addition, the tables below exclude investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 5 - Fair Value Measurements.
	Net Derivatives												Asset Derivatives						Liability Derivatives
	Notional Amount						Fair Value						Fair Value						Fair Value
Hedge Designation/ Derivative Type	Dec 31, 2013			Dec 31, 2012			Dec 31, 2013			Dec 31, 2012			Dec 31, 2013			Dec 31, 2012			Dec 31, 2013			Dec 31, 2012
Cash flow hedges
Interest rate swaps	$	5,026		$	6,063		$	(92	)	$	271		$	50		$	271		$	(142	)	$	—
Foreign currency swaps	143			163			(5		)	(17		)	2			3			(7		)	(20		)
Total cash flow hedges	5,169			6,226			(97		)	254			52			274			(149		)	(20		)
Fair value hedges
Interest rate swaps	1,799			753			(24		)	(55		)	3			—			(27		)	(55		)
Foreign currency swaps	—			40			—			16			—			16			—			—
Total fair value hedges	1,799			793			(24		)	(39		)	3			16			(27		)	(55		)
Non-qualifying strategies
Interest rate contracts
Interest rate swaps, caps, floors, and futures	8,453			17,117			(487		)	(497		)	171			556			(658		)	(1,053		)
Foreign exchange contracts
Foreign currency swaps and forwards	258			355			(9		)	(16		)	6			5			(15		)	(21		)
Japan 3Win foreign currency swaps	1,571			1,816			(354		)	(127		)	—			—			(354		)	(127		)
Japanese fixed annuity hedging instruments	1,436			1,652			(6		)	224			88			228			(94		)	(4		)
Credit contracts
Credit derivatives that purchase credit protection	938			1,823			(15		)	(8		)	1			5			(16		)	(13		)
Credit derivatives that assume credit risk [1]	1,886			2,745			33			(29		)	36			19			(3		)	(48		)
Credit derivatives in offsetting positions	7,764			9,497			(7		)	(32		)	76			94			(83		)	(126		)
Equity contracts
Equity index swaps and options	358			994			(1		)	47			19			57			(20		)	(10		)
Variable annuity hedge program
U.S. GMWB product derivative [2]	21,512			28,868			(36		)	(1,249		)	—			—			(36		)	(1,249		)
U.S. GMWB reinsurance contracts	4,508			5,773			29			191			29			191			—			—
U.S. GMWB hedging instruments	18,691			18,622			41			572			333			743			(292		)	(171		)
U.S. macro hedge program	9,934			7,442			139			286			178			356			(39		)	(70		)
International program product derivatives [2]	366			2,454			6			(48		)	6			—			—			(48		)
International program hedging instruments	73,048			63,085			(33		)	169			866			1,020			(899		)	(851		)
Other
Contingent capital facility put option	500			500			17			23			17			23			—			—
Modified coinsurance reinsurance contracts	1,250			—			67			—			67			—			—			—
Total non-qualifying strategies	152,473			162,743			(616		)	(494		)	1,893			3,297			(2,509		)	(3,791		)
Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	159,441		$	169,762		$	(737	)	$	(279	)	$	1,948		$	3,587		$	(2,685	)	$	(3,866	)
Balance Sheet Location
Fixed maturities, available-for-sale	$	473		$	703		$	(2	)	$	(32	)	$	1		$	—		$	(3	)	$	(32	)
Other investments	53,219			54,504			442			1,045			909			1,581			(467		)	(536		)
Other liabilities	78,055			77,384			(1,223		)	(177		)	936			1,815			(2,159		)	(1,992		)
Consumer notes	9			26			(2		)	(2		)	—			—			(2		)	(2		)
Reinsurance recoverables	5,758			5,773			96			191			96			191			—			—
Other policyholder funds and benefits payable	21,927			31,372			(48		)	(1,304		)	6			—			(54		)	(1,304		)
Total derivatives	$	159,441		$	169,762		$	(737	)	$	(279	)	$	1,948		$	3,587		$	(2,685	)	$	(3,866	)
[1] The derivative instruments related to this strategy are held for other investment purposes.
[2] These derivatives are embedded within liabilities and are not held for risk management purposes.
Change in Notional Amount
The net decrease in notional amount of derivatives since December 31, 2012 was primarily due to the following:
•	The decrease in notional amount of non-qualifying interest rate contracts primarily resulted from the termination of interest rate swaptions purchased during the third quarter of 2012 designed to hedge the interest rate risk of the securities being transferred related to the sale of the Retirement Plan business segment.
•	The decrease in notional amount related to the U.S. GMWB product derivatives was primarily driven by product lapses and partial withdrawals.
•	The decrease in notional amount related to the international program product derivatives was due to the GWMB embedded derivative disposed of as part of the sale of HLIL. For additional information on the sale agreement, refer to Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.
•	The increase in notional amount related to the international program hedging instruments resulted from the Company expanding its hedging program related to international product program guarantees in the first quarter of 2013.
Change in Fair Value
The net decrease in the total fair value of derivative instruments since December 31, 2012 was primarily related to the following:
•	The fair value associated with the international program hedging instruments decreased primarily due to an improvement in global equity markets and depreciation of the Japanese yen in relation to the euro and the U.S. dollar.
•	The fair value related to the Japanese fixed annuity hedging instruments and Japan 3Win foreign currency swaps decreased primarily due to a depreciation of the Japanese yen in relation to the U.S. dollar.
•	The fair value related to the cash flow hedging interest rate swaps decreased primarily due to an increase in U.S. interest rates.
•	The fair value associated with the U.S. macro hedge program decreased primarily due to an improvement in domestic equity markets, an increase in interest rates and a decline in equity volatility.
•	The increase in fair value related to the combined U.S. GMWB hedging program, which includes the U.S. GMWB product, reinsurance and hedging derivatives, was primarily driven by revaluing the liability for living benefits resulting from favorable policyholder behavior largely related to increased full surrenders and liability assumption updates for partial lapses and withdrawal rates.
Offsetting of Derivative Assets/Liabilities
The following tables present the gross fair value amounts, the amounts offset, and net position of derivative instruments eligible for offset in the Company's Consolidated Balance Sheets.  Amounts offset include fair value amounts, income accruals and related cash collateral receivables and payables associated with derivative instruments that are traded under a common master netting agreement, as described above.  Also included in the tables are financial collateral receivables and payables, which is contractually permitted to be offset upon an event of default, although is disallowed for offsetting under U.S. GAAP.
As of December 31, 2013
	(i)				(ii)				(iii) =i) - (ii)							(iv)					(v) =iii) - (iv)
									Net Amounts Presented in the Statement of Financial Position								Collateral Disallowed for Offset in the Statement of Financial Position
	Gross Amounts of Recognized Assets				Gross Amounts Offset in the Statement of Financial Position				Derivative Assets [1]				Accrued Interest and Cash Collateral Received [2]				Financial Collateral Received [4]				Net Amount
Description
Other investments	$	1,845			$	1,463			$	442			$	(60	)		$	242			$	140
	Gross Amounts of Recognized Liabilities				Gross Amounts Offset in the Statement of Financial Position				Derivative Liabilities [3]				Accrued Interest and Cash Collateral Pledged [3]				Financial Collateral Pledged [4]				Net Amount
Description
Other liabilities	$	(2,626	)		$	(1,496	)		$	(1,223	)		$	93			$	(1,204	)		$	74
As of December 31, 2012
	(i)				(ii)				(iii) =i) - (ii)							(iv)					(v) =iii) - (iv)
									Net Amounts Presented in the Statement of Financial Position								Collateral Disallowed for Offset in the Statement of Financial Position
	Gross Amounts of Recognized Assets				Gross Amounts Offset in the Statement of Financial Position				Derivative Assets [1]				Accrued Interest and Cash Collateral Received [2]				Financial Collateral Received [4]				Net Amount
Description
Other investments	$	3,396			$	2,503			$	1,045			$	(152	)		$	759			$	134
	Gross Amounts of Recognized Liabilities				Gross Amounts Offset in the Statement of Financial Position				Derivative Liabilities [3]				Accrued Interest and Cash Collateral Pledged [3]				Financial Collateral Pledged [4]				Net Amount
Description
Other liabilities	$	(2,528	)		$	(1,895	)		$	(177	)		$	(456	)		$	(541	)		$	(92	)
[1]	Included in other investments in the Company's Consolidated Balance Sheets.
[2]	Included in other assets in the Company's Consolidated Balance Sheets and is limited to the net derivative receivable associated with each counterparty.
[3]	Included in other liabilities in the Company's Consolidated Balance Sheets and is limited to the net derivative payable associated with each counterparty.
[4]	Excludes collateral associated with exchange-traded derivatives instruments.
Cash Flow Hedges
For derivative instruments that are designated and qualify as cash flow hedges, the effective portion of the gain or loss on the derivative is reported as a component of OCI and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. Gains and losses on the derivative representing hedge ineffectiveness are recognized in current period earnings. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
The following table presents the components of the gain or loss on derivatives that qualify as cash flow hedges:
Derivatives in Cash Flow Hedging Relationships
	Gain (Loss) Recognized in OCI on Derivative (Effective Portion)									Net Realized Capital Gains(Losses) Recognized in Income on Derivative (Ineffective Portion)
	2013			2012			2011			2013			2012			2011
Interest rate swaps	$	(315	)	$	120		$	337		$	(3	)	$	—		$	(4	)
Foreign currency swaps	12			(31		)	(3		)	—			—			—
Total	$	(303	)	$	89		$	334		$	(3	)	$	—		$	(4	)
Derivatives in Cash Flow Hedging Relationships
		Gain (Loss) Reclassified from AOCI into Income (Effective Portion)
	Location	2013			2012			2011
Interest rate swaps	Net realized capital gain/(loss)	$	91		$	90		$	9
Interest rate swaps	Net investment income	97			140			126
Foreign currency swaps	Net realized capital gain/(loss)	4			(6		)	(3		)
Total		$	192		$	224		$	132
As of December 31, 2013, the before-tax deferred net gains on derivative instruments recorded in AOCI that are expected to be reclassified to earnings during the next twelve months are $83. This expectation is based on the anticipated interest payments on hedged investments in fixed maturity securities that will occur over the next twelve months, at which time the Company will recognize the deferred net gains (losses) as an adjustment to interest income over the term of the investment cash flows. The maximum term over which the Company is hedging its exposure to the variability of future cash flows (for forecasted transactions, excluding interest payments on existing variable-rate financial instruments) is approximately two years.
During the year ended December 31, 2013, the Company had no net reclassifications from AOCI to earnings resulting from the discontinuance of cash-flow hedges due to forecasted transactions that were no longer probable of occurring. For the year ended December 31, 2012 , the before-tax deferred net gains on derivative instruments reclassified from AOCI to earnings totaled $99 which primarily resulted from the discontinuance of cash flow hedges due to forecasted transactions no longer probable of occurring associated with variable rate bonds sold as part of the Individual Life and Retirement Plans business dispositions. For further information on the business dispositions, see Note 2. For the year ended December 31, 2011, the Company had no net reclassifications, from AOCI to earnings resulting from the discontinuance of cash-flow hedges due to forecasted transactions that were no longer probable of occurring.
Fair Value Hedges
For derivative instruments that are designated and qualify as a fair value hedge, the gain or loss on the derivative; as well as, the offsetting loss or gain on the hedged item attributable to the hedged risk are recognized in current earnings. The Company includes the gain or loss on the derivative in the same line item as the offsetting loss or gain on the hedged item. All components of each derivative’s gain or loss were included in the assessment of hedge effectiveness.
The Company recognized in income gains (losses) representing the ineffective portion of fair value hedges as follows:
Derivatives in Fair Value Hedging Relationships
	Gain (Loss) Recognized in Income [1]
	2013						2012						2011
	Derivative			Hedged Item			Derivative			Hedged Item			Derivative			Hedged Item
Interest rate swaps
Net realized capital gains (losses)	$	32		$	(30	)	$	(3	)	$	(3	)	$	(73	)	$	70
Benefits, losses and loss adjustment expenses	—			—			—			—			(1		)	—
Foreign currency swaps
Net realized capital gains (losses)	1			(1		)	(7		)	7			(1		)	1
Benefits, losses and loss adjustment expenses	(2		)	2			(6		)	6			(22		)	22
Total	$	31		$	(29	)	$	(16	)	$	10		$	(97	)	$	93
[1]	The amounts presented do not include the periodic net coupon settlements of the derivative or the coupon income (expense) related to the hedged item. The net of the amounts presented represents the ineffective portion of the hedge.
Non-qualifying Strategies
For non-qualifying strategies, including embedded derivatives that are required to be bifurcated from their host contracts and accounted for as derivatives, the gain or loss on the derivative is recognized currently in earnings within net realized capital gains (losses). The following table presents the gain or loss recognized in income on non-qualifying strategies:
Non-qualifying Strategies
Gain (Loss) Recognized within Net Realized Capital Gains (Losses)
	December 31,
	2013			2012			2011
Interest rate contracts
Interest rate swaps, caps, floors, and forwards	$	54		$	21		$	(22	)
Foreign exchange contracts
Foreign currency swaps and forwards	2			19			3
Japan 3Win foreign currency swaps [1]	(268		)	(300		)	31
Japanese fixed annuity hedging instruments [2]	(207		)	(178		)	109
Credit contracts
Credit derivatives that purchase credit protection	(38		)	(64		)	(10		)
Credit derivatives that assume credit risk	72			293			(174		)
Equity contracts
Equity index swaps and options	(33		)	(39		)	(89		)
Variable annuity hedge program
U.S. GMWB product derivative	1,306			1,430			(780		)
U.S. GMWB reinsurance contracts	(192		)	(280		)	131
U.S. GMWB hedging instruments	(852		)	(631		)	252
U.S. macro hedge program	(234		)	(340		)	(216		)
International program product derivatives	16			42			(13		)
International program hedging instruments	(1,602		)	(1,509		)	704
Other
Contingent capital facility put option	(7		)	(6		)	(5		)
Modified coinsurance reinsurance contracts	67			—			—
Total [3]	$	(1,916	)	$	(1,542	)	$	(79	)
[1]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $250, $189 and $(100) for the years ended December 31, 2013, 2012 and 2011, respectively.
[2]	The associated liability is adjusted for changes in spot rates through realized capital gains and losses and was $324, $245 and $(129) for the years ended December 31, 2013, 2012 and 2011, respectively.
[3]	Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 5 - Fair Value Measurements.
For the year ended December 31, 2013 the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:
•	The net loss associated with the international program hedging instruments was primarily driven by an improvement in global equity markets and depreciation of the Japanese yen in relation to the euro and the U.S. dollar.
•	The net loss related to the Japan 3Win foreign currency swaps and Japanese fixed annuity hedging instruments was primarily due to the depreciation of the Japanese yen in relation to the U.S. dollar.
•	The net gain related to the combined GMWB hedging program, which includes the GMWB product, reinsurance, and hedging derivatives, was primarily driven by revaluing the liability for living benefits resulting from favorable policyholder behavior largely related to increased full surrenders and liability assumption updates for partial lapses and withdrawal rates.
•	The net loss on the U.S. macro hedge program was primarily due to an improvement in domestic equity markets, an increase in interest rates and a decline in equity volatility.
For the year ended December 31, 2012 the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily comprised of the following:
•	The net loss associated with the international program hedging instruments was primarily driven by an improvement in global equity markets and depreciation of the Japanese yen in relation to the euro and the U.S. dollar.
•	The net gain related to the combined GMWB hedging program, which includes the GMWB product, reinsurance, and hedging derivatives, was primarily driven by liability model assumption updates largely related to a reduction in the reset assumptions to better align with actual experience, outperformance of underlying actively managed funds compared to their respective indices, and lower equity volatility.
•	The net loss on the U.S. macro hedge program was primarily due to the passage of time, an improvement in domestic equity markets, and a decrease in equity volatility.
•	The net loss related to the Japan 3Win foreign currency swaps and Japanese fixed annuity hedging instruments was primarily due to the depreciation of the Japanese yen in relation to the U.S. dollar, the strengthening of the currency basis swap spread between the U.S. dollar and the Japanese yen, and a decline in U.S. interest rates.
•	The gain on credit derivatives that assume credit risk as a part of replication transactions resulted from credit spread tightening.
For the year ended December 31, 2011 the net realized capital gain (loss) related to derivatives used in non-qualifying strategies was primarily due to the following:
•	The net gain associated with the international program hedging instruments was primarily driven by strengthening of the Japanese yen, a decline in global equity markets, and a decrease in interest rates.
•	The loss related to the combined GMWB hedging program, which includes the GMWB product, reinsurance, and hedging derivatives, was primarily a result of a decrease in long-term interest rates and higher interest rate volatility.
•	The net loss on the U.S. macro hedge program was primarily driven by time decay and a decrease in equity market volatility since the purchase date of certain options during the fourth quarter.
•	The loss on credit derivatives that assume credit risk as a part of replication transactions resulted from credit spread widening.
Refer to Note 13 for additional disclosures regarding contingent credit related features in derivative agreements.
Credit Risk Assumed through Credit Derivatives
The Company enters into credit default swaps that assume credit risk of a single entity, referenced index, or asset pool in order to synthetically replicate investment transactions. The Company will receive periodic payments based on an agreed upon rate and notional amount and will only make a payment if there is a credit event. A credit event payment will typically be equal to the notional value of the swap contract less the value of the referenced security issuer’s debt obligation after the occurrence of the credit event. A credit event is generally defined as a default on contractually obligated interest or principal payments or bankruptcy of the referenced entity. The credit default swaps in which the Company assumes credit risk primarily reference investment grade single corporate issuers and baskets, which include standard and customized diversified portfolios of corporate issuers. The diversified portfolios of corporate issuers are established within sector concentration limits and may be divided into tranches that possess different credit ratings.
The following tables present the notional amount, fair value, weighted average years to maturity, underlying referenced credit obligation type and average credit ratings, and offsetting notional amounts and fair value for credit derivatives in which the Company is assuming credit risk as of December 31, 2013 and 2012.
As of December 31, 2013
								Underlying Referenced Credit Obligation(s) [1]
Credit Derivative type by derivative risk exposure	Notional Amount [2]			Fair Value			Weighted Average Years to Maturity	Type	Average Credit Rating	Offsetting Notional Amount [3]			Offsetting Fair Value [3]
Single name credit default swaps
Investment grade risk exposure	$	1,259		$	8		1 year	Corporate Credit/	A	$	1,066		$	(9	)
								Foreign Gov.
Below investment grade risk exposure	24			—			1 year	Corporate Credit	CCC	24			(1		)
Basket credit default swaps [4]
Investment grade risk exposure	3,447			50			3 years	Corporate Credit	BBB	2,270			(35		)
Below grade risk exposure	166			15			5 years	Corporate Credit	BB-	—			—
Investment grade risk exposure	327			(7		)	3 years	CMBS Credit	A	327			7
Below investment grade risk exposure	195			(31		)	3 years	CMBS Credit	B-	195			31
Embedded credit derivatives
Investment grade risk exposure	350			339			3 years	Corporate Credit	BBB+	—			—
Total [5]	$	5,768		$	374					$	3,882		$	(7	)
31-Dec-12
								Unifying Refernced Credit Obligation(s) [1]
Credit Derivative type by derivative risk exposure	Notional Amount [2]			Fair Value			Weighted Average Years to Maturity	Type	Average Credit Rating	Offsetting Notional Amount [3]			Offsetting Fair Value [3]
Single name credit default swaps
Investment grade risk exposure	$	2,321		$	7		3 years	Corporate Credit/	A	$	1,367		$	(26	)
								Foreign Gov.
Below investment grade risk exposure	145			(1		)	1 year	Corporate Credit	B+	145			(3		)
Basket credit default swaps [4]
Investment grade risk exposure	3,978			7			3 years	Corporate Credit	BBB+	2,712			(13		)
Investment grade risk exposure	330			(17		)	4 years	CMBS Credit	A	330			17
Below investment grade risk exposure	195			(46		)	4 years	CMBS Credit	B+	195			46
Embedded credit derivatives
Investment grade risk exposure	525			478			4 years	Corporate Credit	BBB-	—			—
Total [5]	$	7,494		$	428					$	4,749		$	21
[1]	The average credit ratings are based on availability and the midpoint of the applicable ratings among Moody’s, S&P, and Fitch. If no rating is available from a rating agency, then an internally developed rating is used.
[2]	Notional amount is equal to the maximum potential future loss amount. These derivatives are governed by agreements and clearing house rules and applicable law which include collateral posting requirements. There is no additional specific collateral related to these contracts or recourse provisions included in the contracts to offset losses.
[3]	The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap.
[4]	Includes $4.1 billion and $4.5 billion as of December 31, 2013 and 2012, respectively, of standard market indices of diversified portfolios of corporate issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index.
[5]	Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 5 - Fair Value Measurements.
Derivative Collateral Arrangements
The Company enters into various collateral arrangements in connection with its derivative instruments, which require both the pledging and accepting of collateral. As of December 31, 2013 and 2012, the Company pledged securities collateral associated with derivative instruments with a fair value of $1.3 billion and $0.6 billion, respectively, which have been included in fixed maturities on the Consolidated Balance Sheets. The counterparties have the right to sell or re-pledge these securities. The Company also pledged cash collateral associated with derivative instruments with a fair value of $347 and $208, respectively, as of December 31, 2013 and 2012 which have been included in short-term investments on the Consolidated Balance Sheets.
As of December 31, 2013 and 2012, the Company accepted cash collateral associated with derivative instruments with a fair value of $180 and $701, respectively, which was invested and recorded in the Consolidated Balance Sheets in fixed maturities and short-term investments with corresponding amounts recorded in other liabilities. The Company also accepted securities collateral as of December 31, 2013 and 2012 of $243 and $653, respectively, of which the Company has the ability to sell or repledge $191 and $525, respectively. As of December 31, 2013 and 2012, the fair value of repledged securities totaled $39 and $0, respectively, and the Company did not sell any securities. In addition, as of December 31, 2013 and 2012, non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Consolidated Balance Sheets.

Reinsurance

Reinsurance	12 Months Ended
	Dec. 31, 2013
Insurance [Abstract]	'
Reinsurance	'
	Reinsurance
	The Company cedes insurance to affiliated and unaffiliated insurers to enable the Company to manage capital and risk exposure. Such arrangements do not relieve the Company of its primary liability to policyholders. Failure of reinsurers to honor their obligations could result in losses to the Company. The Company's procedures include careful initial selection of its reinsurers, structuring agreements to provide collateral funds where necessary, and regularly monitoring the financial condition and ratings of its reinsurers. The Company entered into two reinsurance transactions in connection with the sales of its Retirement Plans and Individual Life businesses in January 2013. For further discussion of these transactions, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.
	Reinsurance Recoverables
	Reinsurance recoverables include balances due from reinsurance companies for paid and unpaid losses and loss adjustment expenses and are presented net of an allowance for uncollectible reinsurance. Reinsurance recoverables include an estimate of the amount of gross losses and loss adjustment expense reserves that may be ceded under the terms of the reinsurance agreements, including incurred but not reported unpaid losses. The Company’s estimate of losses and loss adjustment expense reserves ceded to reinsurers is based on assumptions that are consistent with those used in establishing the gross reserves for business ceded to the reinsurance contracts. The Company calculates its ceded reinsurance projection based on the terms of any applicable facultative and treaty reinsurance, including an estimate of how incurred but not reported losses will ultimately be ceded by reinsurance agreements. Accordingly, the Company’s estimate of reinsurance recoverables is subject to similar risks and uncertainties as the estimate of the gross reserve for unpaid losses and loss adjustment expenses.
	The Company's reinsurance recoverables are summarized as follows:
		As of December 31,
		2013			2012
	Property and Casualty Insurance Products:
	Paid loss and loss adjustment expenses	$	138		$	170
	Unpaid loss and loss adjustment expenses	2,841			2,852
	Gross reinsurance recoverable	2,979			3,022
	Allowance for uncollectible reinsurance	(244		)	(268		)
	Net reinsurance recoverables	$	2,735		$	2,754
	Life Insurance Products:
	Future policy benefits and unpaid loss and loss adjustment expenses:
	Sold businesses (MassMutual and Prudential)	$	19,374		$	—
	Other reinsurers	1,221			1,912
	Net reinsurance recoverables	$	20,595		$	1,912
	Reinsurance recoverables, net	$	23,330		$	4,666
	As of December 31, 2013, the Company has reinsurance recoverables, net from MassMutual and Prudential of $9.5 billion and $9.9 billion, respectively. These reinsurance recoverables are secured by invested assets held in trust for the benefit of the Company in the event of a default by the reinsurers. As of December 31, 2013, the fair value of assets held in trust securing the reinsurance recoverables from MassMutual and Prudential were $9.5 billion and $7.5 billion, respectively. As of December 31, 2013, the reinsurance recoverables, net from Prudential represent approximately 13% of the Company's consolidated stockholders' equity. As of December 31, 2013, the Company has no other reinsurance-related concentrations of credit risk greater than 10% of the Company’s consolidated stockholders’ equity.
	The allowance for uncollectible reinsurance reflects management’s best estimate of reinsurance cessions that may be uncollectible in the future due to reinsurers’ unwillingness or inability to pay. The Company analyzes recent developments in commutation activity between reinsurers and cedants, recent trends in arbitration and litigation outcomes in disputes between reinsurers and cedants and the overall credit quality of the Company’s reinsurers. Based on this analysis, the Company may adjust the allowance for uncollectible reinsurance or charge off reinsurer balances that are determined to be uncollectible. Where its contracts permit, the Company secures future claim obligations with various forms of collateral, including irrevocable letters of credit, secured trusts, funds held accounts and group-wide offsets.
	Due to the inherent uncertainties as to collection and the length of time before reinsurance recoverables become due, it is possible that future adjustments to the Company’s reinsurance recoverables, net of the allowance, could be required, which could have a material adverse effect on the Company’s consolidated results of operations or cash flows in a particular quarter or annual period.

Deferred_Policy_Acquisition_Co

Deferred Policy Acquisition Costs and Present Value of Future Profits	12 Months Ended
	Dec. 31, 2013
Deferred Policy Acquisition Costs and Present Value of Future Profits [Abstract]	'
Deferred Policy Acquisition Costs and Present Value of Future Profits	'
	Deferred Policy Acquisition Costs and Present Value of Future Profits
	Changes in the DAC balance are as follows:	For the years ended December 31,
		2013			2012			2011
	Balance, beginning of period	$	5,725		$	6,556		$	7,473
	Deferred Costs	1,330			1,639			1,696
	Amortization — DAC	(1,615		)	(1,844		)	(2,025		)
	Amortization — Unlock benefit (charge), pre-tax [1]	(1,086		)	(144		)	(419		)
	Amortization — DAC related to business dispositions [2] [3]	(2,229		)	—			—
	Adjustments to unrealized gains and losses on securities available-for-sale and other [4]	122			(364		)	(240		)
	Effect of currency translation	(86		)	(118		)	71
	Balance, end of period	$	2,161		$	5,725		$	6,556
	[1]	Includes Unlock charge of $887 in 2013 related to elimination of future estimated gross profits on the Japan variable annuity block due to the increased costs associated with expanding the Japan variable annuity hedging program.
	[2]	Includes accelerated amortization of $352 and $2,374 recognized upon the sale of the Retirement Plans and Individual Life businesses, respectively, in 2013. For further information, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.
	[3]	Includes previously unrealized gains on securities AFS of $148 and $349 recognized upon the sale of the Retirement Plans and Individual Life businesses, respectively, in 2013.
	[4]	Other includes a $16 reduction of the DAC asset as a result of the sale of assets used to administer the Company's PPLI business in 2012. The reduction is directly attributable to this transaction as it results in lower future estimated gross profits than originally estimated on these products.
	As of December 31, 2013, estimated future net amortization expense of present value of future profits for the succeeding five years is $8, $7, $6, $5 and $5 in 2014, 2015, 2016, 2017 and 2018, respectively.

Goodwill_and_Other_Intangible_

Goodwill and Other Intangible Assets	12 Months Ended
	Dec. 31, 2013
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill	'
	. Goodwill
	The carrying value of goodwill allocated to reporting units is as follows:
		December 31, 2013										December 31, 2012
		Gross		Accumulated Impairments			Business Dispositions [1]			Carrying Value		Gross		Accumulated Impairments			Business Dispositions [2]			Carrying Value
	Property & Casualty Commercial	$	30	$	(30	)	$	—		$	—	$	30	$	(30	)	$	—		$	—
	Consumer Markets	119		—			—			119		119		—			—			119
	Mutual Funds [4]	149		—			—			149		159		—			(10		)	149
	Talcott Resolution:
	Individual Life [4]	—		—			—			—		224		—			(224		)	—
	Retirement Plans [4]	87		—			(87		)	—		87		—			—			87
	Total Talcott Resolution	87		—			(87		)	—		311		—			(224		)	87
	Corporate [3][4]	654		(355		)	(69		)	230		772		(355		)	(118		)	299
	Total	$	1,039	$	(385	)	$	(156	)	$	498	$	1,391	$	(385	)	$	(352	)	$	654
	[1]	Represents a reduction in goodwill recognized in connection with the sale of Retirement Plans.
	[2]	Represents a reduction in goodwill recognized in connection with the sale of WFS and a goodwill impairment recognized in connection with the sale of Individual Life.
	[3]	Carrying value as of December 31, 2013 includes $138 and $92, respectively, for the Group Benefits and Mutual Funds reporting units. Carrying value as of December 31, 2012 includes $138, $92 and $69, respectively, for the Group Benefits, Mutual Funds and Retirement Plans reporting units.
	[4]	For further information, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.
	Year ended December 31, 2013
	During the first quarter of 2013, the Company completed the sale of its Retirement Plans business to Mass Mutual. Accordingly, the carrying value of the reporting unit's goodwill of $156 was reduced and included in reinsurance loss on disposition in the Company's Consolidated Statements of Operations.
	The annual goodwill assessment for the Mutual Funds, Group Benefits, and Consumer Markets reporting units was completed as of October 31, 2013, which resulted in no write-downs of goodwill for the year ended December 31, 2013. All reporting units passed the first step of their annual impairment test with a significant margin.
	Year ended December 31, 2012
	During the first quarter of 2012, the Company determined that a triggering event requiring an impairment assessment had occurred as a result of its decision to pursue sales or other strategic alternatives for the Individual Life and Retirement Plans reporting units.
	The Company completed interim impairment tests during each of the first three quarters of 2012 for the Retirement Plans reporting unit which resulted in no impairment of goodwill. The annual goodwill assessment for Retirement Plans was completed as of October 31, 2012 and an additional impairment test was completed as of December 31, 2012 as a result of the anticipated sale of this business unit. No write-down of goodwill resulted for the year ended December 31, 2012. Retirement Plans passed step one of the goodwill impairment tests with a margin of less than 10% between fair value and book value of the reporting unit as of both dates. The fair value of the Retirement Plans reporting unit as of October 31, 2012 and December 31, 2012 was based on a negotiated transaction price.
	The Company completed interim impairment tests during each of the first three quarters of 2012 for the Individual Life reporting unit which resulted in no impairment of goodwill in the first and second quarters of 2012. In the third quarter of 2012, the Individual Life reporting unit failed the goodwill impairment test as the carrying amount of the Individual Life reporting unit's goodwill exceeded the implied goodwill value. Accordingly, an impairment loss of $342 was recognized, representing the carrying value of the reporting unit's goodwill. The goodwill impairment loss is included in reinsurance loss on disposition in the Company's Consolidated Statements of Operations. The fair value of the Individual Life reporting unit as of September 30, 2012 was based on a negotiated transaction price.
	9. Goodwill (continued)
	The annual goodwill assessment for the Mutual Funds and Consumer Markets reporting units and the Group Benefits reporting unit within Corporate was completed as of October 31, 2012, which resulted in no write-downs of goodwill for the year ended December 31, 2012. The reporting units passed the first step of their annual impairment test with a significant margin with the exception of the Group Benefits reporting unit. Group Benefits passed the first step of its annual impairment test with less than a 10% margin. The fair value of the Group Benefits reporting unit is based on discounted cash flows using earnings projections on in force business and future business growth. There could be a positive or negative impact on the result of step one in future periods if assumptions change about the level of economic capital, future business growth, earnings projections or the weighted average cost of capital.
	Year ended December 31, 2011
	During the second quarter of 2011, the Company wrote off the remaining $15 of goodwill associated with the Federal Trust Corporation (“FTC”) reporting unit within Corporate due to the announced divestiture of FTC. The write-off of the FTC reporting unit goodwill was recorded as a loss on disposal within discontinued operations.
	The Consumer Markets reporting unit completed its annual goodwill assessment on October 1, 2011 and again on October 31, 2011, which resulted in no impairment of goodwill. In both tests, the Consumer Markets reporting unit passed the first step of the annual impairment tests with a significant margin. The annual goodwill assessment for the Property & Casualty Commercial reporting unit that was performed on October 1, 2011 resulted in a write-down of goodwill of $30, pre-tax leaving no remaining goodwill. The results of the discounted cash flow calculations indicated that the fair value of the reporting unit was less than the carrying value; this was due primarily to a decrease in future expected underwriting cash flows. The decrease in future expected underwriting cash flows is driven by an expected reduction in written premium in the short term as the Company maintains pricing discipline in a downward market cycle, while retaining long term capabilities for future opportunities.
	The Company completed its annual goodwill assessment for Mutual Funds, Individual Life, Retirement Plans and Group Benefits, including the goodwill within Corporate, on January 1, 2011 and October 31, 2011, which resulted in no impairment of goodwill. In both tests, the reporting units passed the first step of their annual impairment tests with a significant margin with the exception of the Individual Life reporting unit at the January 1, 2011 test. The Individual Life reporting unit had a margin of less than 10% between fair value and book value on January 1, 2011. As of the October 31, 2011 impairment test, the Individual Life reporting unit had a fair value in excess of book value of approximately 15%, a modest improvement from January 1, 2011 results due to improving cost of capital.

Separate_Accounts_Death_Benefi

Separate Accounts, Death Benefits and Other Insurance Benefit Features	12 Months Ended
	Dec. 31, 2013
Separate Accounts, Death Benefits and Other Insurance Benefit Features [Abstract]	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features	'
	eparate Accounts, Death Benefits and Other Insurance Benefit Features
	U.S. GMDB, International GMDB/GMIB, and UL Secondary Guarantee Benefits
	Changes in the gross U.S. GMDB, International GMDB/GMIB, and UL secondary guarantee benefits are as follows:
		U.S. GMDB			International			UL Secondary
					GMDB/GMIB			Guarantees
	Liability balance as of January 1, 2013	$	918		$	661		$	363
	Incurred	182			82			292
	Paid	(135		)	(73		)	—
	Unlock	(116		)	(301		)	2
	Impact of reinsurance transaction	—			—			1,145
	Currency translation adjustment	—			(97		)	—
	Liability balance as of December 31, 2013	$	849		$	272		$	1,802
	Reinsurance recoverable asset, as of January 1, 2013	$	608		$	36		$	21
	Incurred	104			9			296
	Paid	(98		)	(14		)	—
	Unlock	(81		)	(2		)	—
	Impact of reinsurance transaction	—			—			1,485
	Currency translation adjustment	—			(6		)	—
	Reinsurance recoverable asset, as of December 31, 2013	$	533		$	23		$	1,802
		U.S. GMDB			International			UL Secondary
					GMDB/GMIB			Guarantees
	Liability balance as of January 1, 2012	$	1,104		$	975		$	228
	Incurred	210			133			113
	Paid	(185		)	(189		)	—
	Unlock	(211		)	(155		)	22
	Currency translation adjustment	—			(103		)	—
	Liability balance as of December 31, 2012	$	918		$	661		$	363
	Reinsurance recoverable asset, as of January 1, 2012	$	724		$	40		$	22
	Incurred	121			9			(1		)
	Paid	(121		)	(27		)	—
	Unlock	(116		)	18			—
	Currency translation adjustment	—			(4		)	—
	Reinsurance recoverable asset, as of December 31, 2012	$	608		$	36		$	21
	The following table provides details concerning GMDB and GMIB exposure as of December 31, 2013:
	Individual Variable Annuity Account Value by GMDB/GMIB Type
	Maximum anniversary value (“MAV”) [1]	Account			Net Amount			Retained Net			Weighted Average
		Value			at Risk			Amount			Attained Age of
		(“AV”) [8]			(“NAR”) [10]			at Risk			Annuitant
								(“RNAR”) [10]
	MAV only	$	19,638		$	2,914		$	519		69
	With 5% rollup [2]	1,610			232			64			69
	With Earnings Protection Benefit Rider (“EPB”) [3]	4,862			629			86			67
	With 5% rollup & EPB	588			119			26			70
	Total MAV	26,698			3,894			695
	Asset Protection Benefit (“APB”) [4]	18,579			277			186			68
	Lifetime Income Benefit (“LIB”) – Death Benefit [5]	773			9			9			66
	Reset [6] (5-7 years)	3,286			74			74			69
	Return of Premium (“ROP”) [7]/Other	12,476			71			62			67
	Subtotal U.S. GMDB	61,812			4,325			1,026			68
	Less: General Account Value with U.S. GMDB	4,349
	Subtotal Separate Account Liabilities with GMDB	57,463
	Separate Account Liabilities without U.S. GMDB	83,423
	Total Separate Account Liabilities	$	140,886
	Japan GMDB [9], [11]	$	20,130		$	779		$	552		71
	Japan GMIB [9], [11]	$	18,483		$	128		$	128		71
	[1]	MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals).
	[2]	Rollup GMDB is the greatest of the MAV, current AV, net premium paid and premiums (adjusted for withdrawals) accumulated at generally 5% simple interest up to the earlier of age 80 years or 100% of adjusted premiums.
	[3]	EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of the contract’s growth. The contract’s growth is AV less premiums net of withdrawals, subject to a cap of 200% of premiums net of withdrawals.
	[4]	APB GMDB is the greater of current AV or MAV, not to exceed current AV plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months).
	[5]	LIB GMDB is the greatest of current AV, net premiums paid, or for certain contracts a benefit amount that ratchets over time, generally based on market performance.
	[6]	Reset GMDB is the greatest of current AV, net premiums paid and the most recent five to seven year anniversary AV before age 80 years (adjusted for withdrawals).
	[7]	ROP GMDB is the greater of current AV or net premiums paid.
	[8]	AV includes the contract holder’s investment in the separate account and the general account.
[9]	GMDB includes a ROP and MAV (before age 80 years) paid in a single lump sum. GMIB is a guarantee to return initial investment, adjusted for earnings liquidity which allows for free withdrawal of earnings, paid through a fixed payout annuity, after a minimum deferral period of 10 years, 15 years or 20 years. The GRB related to the Japan GMIB was $16.8 billion as of December 31, 2013. The GRB related to the Japan GMAB and GMWB was $365 as of December 31, 2013. These liabilities are not included in the Separate Account as they are not legally insulated from the general account liabilities of the insurance enterprise. As of December 31, 2013, 30% of the GMDB RNAR and 80% of the GMIB NAR is reinsured to a Hartford affiliate; as a result, the effects of the reinsurance are not reflected in this disclosure.
[10]	NAR is defined as the guaranteed benefit in excess of the current AV. RNAR represents NAR reduced for reinsurance. NAR and RNAR are highly sensitive to equity markets movements and increase when equity markets decline. Additionally Japan’s NAR and RNAR are highly sensitive to currency movements and increase when the Yen strengthens.
[11]	Policies with a guaranteed living benefit (GMIB in Japan) also have a guaranteed death benefit. The NAR for each benefit is shown in the table above, however these benefits are not additive. When a policy terminates due to death, any NAR related to GMWB or GMIB is released. Similarly, when a policy goes into benefit status on a GMWB or GMIB, its GMDB NAR is released.
In the U.S., account balances of contracts with guarantees were invested in variable separate accounts as follows:
Asset type	As of December 31, 2013			As of December 31, 2012
Equity securities (including mutual funds)	$	52,858		$	58,208
Cash and cash equivalents	4,605			6,940
Total	$	57,463		$	65,148
As of December 31, 2013 and December 31, 2012, approximately 17% and 16%, respectively, of the equity securities above were invested in fixed income securities through these funds and approximately 83% and 84%, respectively, were invested in equity securities through these funds.
For further information on guaranteed living benefits that are accounted for at fair value, such as GMWB, see Note 5 - Fair Value Measurements of Notes to Consolidated Financial Statements.

Sales_Inducements

Sales Inducements	12 Months Ended
	Dec. 31, 2013
Deferred Sales Inducements [Abstract]	'
Sales Inducements	'
	ales Inducements
	The Company offered enhanced crediting rates or bonus payments to contract holders on certain of its individual and group annuity products. The expense associated with offering a bonus is deferred and amortized over the life of the related contract in a pattern consistent with the amortization of deferred policy acquisition costs. Amortization expense associated with expenses previously deferred is recorded over the remaining life of the contract. Consistent with the Unlock, the Company unlocks the amortization of the sales inducement asset. For further information concerning the Unlock, see Note 8 - Deferred Policy Acquisition Costs and Present Value of Future Profits of Notes to Consolidated Financial Statements.
	Changes in sales inducement activity are as follows:
		For the years ended December 31,
		2013			2012			2011
	Balance, beginning of period	$	325		$	434		$	459
	Sales inducements deferred	—			7			20
	Amortization — Unlock charge [1]	(72		)	(82		)	(28		)
	Amortization charged to income	(33		)	(34		)	(17		)
	Amortization charged to business dispositions [2]	(71		)	—			—
	Balance, end of period	$	149		$	325		$	434
	[1] Includes Unlock charge of $52 in the first quarter of 2013 related to elimination of future estimated gross profits on the Japan variable annuity block due to the increased costs associated with expanding Japan variable annuity hedging program.
	[2] Represents accelerated amortization of $22 and $49 in the first quarter of 2013 recognized upon the sale of the Retirement Plans and Individual Life businesses, respectively. For further information, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.

Reserves_for_Future_Policy_Ben

Reserves for Future Policy Benefits and Unpaid Losses and Loss Adjustment Expenses	12 Months Ended
	Dec. 31, 2013
Reserves for Future Policy Benefits and Unpaid Losses and Loss Adjustment Expenses [Abstract]	'
Reserves for Future Policy Benefits and Unpaid Losses and Loss Adjustment Expenses	'
	Reserves for Future Policy Benefits and Unpaid Losses and Loss Adjustment Expenses
	Property and Casualty Insurance Products Unpaid Losses and Loss Adjustment Expenses
	A rollforward of liabilities for unpaid losses and loss adjustment expenses follows:
		For the years ended December 31,
		2013			2012			2011
	Beginning liabilities for unpaid losses and loss adjustment expenses, gross	$	21,716		$	21,550		$	21,025
	Reinsurance and other recoverables	3,027			3,033			3,077
	Beginning liabilities for unpaid losses and loss adjustment expenses, net	18,689			18,517			17,948
	Add provision for unpaid losses and loss adjustment expenses
	Current year	6,621			7,274			7,420
	Prior years	192			(4		)	367
	Total provision for unpaid losses and loss adjustment expenses	6,813			7,270			7,787
	Less payments
	Current year	2,552			2,882			3,181
	Prior years	4,274			4,216			4,037
	Total payments	6,826			7,098			7,218
	Ending liabilities for unpaid losses and loss adjustment expenses, net	18,676			18,689			18,517
	Reinsurance and other recoverables	3,028			3,027			3,033
	Ending liabilities for unpaid losses and loss adjustment expenses, gross	$	21,704		$	21,716		$	21,550
	As of December 31, 2013 and 2012, property and casualty insurance products reserves were discounted by a total of $553 and $538, respectively. The current accident year benefit from discounting property and casualty insurance products reserves was $46 in 2013, $48 in 2012 and $58 in 2011. The slight reduction in the discount benefit in 2013 as compared to 2012 reflects smaller claim volume in 2013 partially offset by a higher discount rate in 2013. The reduction in discount benefit in 2012 as compared to 2011 is due to a reduction in the discount rate, reflecting a lower risk-free rate of return over this period. Accretion of discounts for prior accident years totaled $31 in 2013, $52 in 2012, and $38 in 2011. For annuities issued by the Company to fund certain workers’ compensation indemnity payments where the claimant has not released the Company of its obligation, the Company has recorded annuity obligations totaling $805 as of December 31, 2013 and $834 as of December 31, 2012.
	In the opinion of management, based upon the known facts and current law, the reserves recorded for the Company’s property and casualty insurance products at December 31, 2013 represent the Company’s best estimate of its ultimate liability for losses and loss adjustment expenses related to losses covered by policies written by the Company. However, because of the significant uncertainties surrounding reserves, and particularly asbestos and environmental exposures, it is possible that management’s estimate of the ultimate liabilities for these claims may change and that the required adjustment to recorded reserves could exceed the currently recorded reserves by an amount that could be material to the Company’s results of operations or cash flows. For additional information, see Note 15 - Commitments and Contingencies, Guaranty Fund and Other Insurance-related Assessments.
	Losses and loss adjustment expenses are also impacted by trends, frequency and severity. Examples of current trends affecting frequency and severity include increases in medical cost inflation rates, the changing use of medical care procedures, the introduction of new products and changes in internal claim practices. Other trends include changes in the legislative and regulatory environment over workers’ compensation claims and evolving exposures to claims relating to molestation or abuse and other mass torts. In the case of the reserves for asbestos exposures, factors contributing to the high degree of uncertainty include inadequate loss development patterns, plaintiffs’ expanding theories of liability, the risks inherent in major litigation, and inconsistent emerging legal doctrines. In the case of the reserves for environmental exposures, factors contributing to the high degree of uncertainty include expanding theories of liabilities and damages, the risks inherent in major litigation, inconsistent decisions concerning the existence and scope of coverage for environmental claims, and uncertainty as to the monetary amount being sought by the claimant from the insured.
	The following table presents (favorable) unfavorable prior accident years reserve development:
		For the years ended December 31,
		2013			2012			2011
	Auto liability	$	144		$	(25	)	$	(97	)
	Homeowners	(6		)	(32		)	(1		)
	Professional liability	(29		)	40			29
	Package business	2			(20		)	(76		)
	General liability	(75		)	(87		)	(40		)
	Fidelity and surety	(8		)	(9		)	(7		)
	Commercial property	(7		)	(8		)	(4		)
	Net asbestos reserves	130			48			294
	Net environmental reserves	12			10			26
	Uncollectible reinsurance	(25		)	—			—
	Workers’ compensation	(2		)	78			171
	Workers’ compensation - NY 25a Fund for Reopened Cases	80			—			—
	Change in workers’ compensation discount, including accretion	30			52			38
	Catastrophes	(63		)	(66		)	37
	Other reserve re-estimates, net	$	9		$	15		$	(3	)
	Total prior accident years development	$	192		$	(4	)	$	367
	Net unfavorable reserve development in 2013 primarily included the following:
	•	a strengthening in commercial auto liability reserves, for accident years 2010 to 2012;
	•	a strengthening related to the closing of the New York Section 25A Fund for Reopened Cases (the "Fund");
	•	a strengthening of net asbestos reserves driven by the annual ground-up asbestos reserve evaluation;
	•	partially offset by a release of general liability reserves, for accident years 2006 to 2011; and
	•	also offset by a release of professional liability reserves, for accident years 2008 to 2012; and
	•	also offset by a release of catastrophe reserves primarily related to Storm Sandy.
	Net favorable reserve development in 2012 primarily included the following:
	•	a release of general liability reserves, for accident years 2006 to 2008;
	•	a release of catastrophes, primarily related to the 2001 World Trade Center worker's compensation claims;
	•	partially offset by a strengthening of reserves for workers’ compensation reserves, for accident years 2009 to 2011; and
	•	also offset by a strengthening of asbestos and environmental reserves.
	Net unfavorable reserve development in 2011 primarily included the following:
	•	a strengthening of reserves for workers’ compensation reserves, for accident years 2008 to 2010;
	•	a strengthening of asbestos and environmental reserves;
	•	partially offset by a release of auto liability claims for accident years 2006 to 2010; and
	•	also offset by a release of package business liability coverages in accident years 2005 to 2009.
	Life Insurance Products Unpaid Losses and Loss Adjustment Expenses
	A rollforward of liabilities for group life, disability and accident, for unpaid losses and loss adjustment expenses follows:
		For the years ended December 31,
		2013			2012			2011
	Beginning liabilities for unpaid losses and loss adjustment expenses, gross	$	6,547		$	6,547		$	6,388
Reinsurance recoverables	252			233			209
Beginning liabilities for unpaid losses and loss adjustment expenses, net	6,295			6,314			6,179
Add provision for unpaid losses and loss adjustment expenses
Current year	2,534			2,989			3,196
Prior years	(17		)	52			98
Total provision for unpaid losses and loss adjustment expenses	2,517			3,041			3,294
Less payments
Current year	1,207			1,460			1,524
Prior years	1,564			1,600			1,635
Total payments	2,771			3,060			3,159
Ending liabilities for unpaid losses and loss adjustment expenses, net	6,041			6,295			6,314
Reinsurance recoverables	267			252			233
Ending liabilities for unpaid losses and loss adjustment expenses, gross	$	6,308		$	6,547		$	6,547
The liability for unpaid losses and loss adjustment expenses for group life, disability and accident contracts was discounted to present value using rates based on the Company’s earned investment yield estimated at the time the claims are incurred.
The decrease in the provision for unpaid losses and loss adjustment expenses is due to favorable claim recoveries, particularly on the long-term disability product.
The liability for future policy benefits and unpaid losses and loss adjustment expenses is as follows:
	2013			2012
Group life term, disability and accident unpaid losses and loss adjustment expenses	$	6,308		$	6,547
Group life other unpaid losses and loss adjustment expenses	206			206
Individual life unpaid losses and loss adjustment expenses	167			173
Future policy benefits	12,988			12,350
Future policy benefits and unpaid losses and loss adjustment expenses	$	19,669		$	19,276

Commitments_and_Contingencies

Commitments and Contingencies	12 Months Ended
	Dec. 31, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Commitments and Contingencies	'
	ommitments and Contingencies
	Contingencies Relating to Corporate Litigation and Regulatory Matters
	Management evaluates each contingent matter separately. A loss is recorded if probable and reasonably estimable. Management establishes liabilities for these contingencies at its “best estimate,” or, if no one number within the range of possible losses is more probable than any other, the Company records an estimated liability at the low end of the range of losses.
	Litigation
	The Hartford is involved in claims litigation arising in the ordinary course of business, both as a liability insurer defending or providing indemnity for third-party claims brought against insureds and as an insurer defending coverage claims brought against it. The Hartford accounts for such activity through the establishment of unpaid loss and loss adjustment expense reserves. Subject to the uncertainties discussed below under the caption “Asbestos and Environmental Claims,” management expects that the ultimate liability, if any, with respect to such ordinary-course claims litigation, after consideration of provisions made for potential losses and costs of defense, will not be material to the consolidated financial condition, results of operations or cash flows of The Hartford.
	The Hartford is also involved in other kinds of legal actions, some of which assert claims for substantial amounts. These actions include, among others, and in addition to the matters described below, putative state and federal class actions seeking certification of a state or national class. Such putative class actions have alleged, for example, underpayment of claims or improper underwriting practices in connection with various kinds of insurance policies, such as personal and commercial automobile, property, life and inland marine; improper sales practices in connection with the sale of life insurance and other investment products; and improper fee arrangements in connection with investment products. The Hartford also is involved in individual actions in which punitive damages are sought, such as claims alleging bad faith in the handling of insurance claims. Like many other insurers, The Hartford also has been joined in actions by asbestos plaintiffs asserting, among other things, that insurers had a duty to protect the public from the dangers of asbestos and that insurers committed unfair trade practices by asserting defenses on behalf of their policyholders in the underlying asbestos cases. Management expects that the ultimate liability, if any, with respect to such lawsuits, after consideration of provisions made for estimated losses, will not be material to the consolidated financial condition of The Hartford. Nonetheless, given the large or indeterminate amounts sought in certain of these actions, and the inherent unpredictability of litigation, the outcome in certain matters could, from time to time, have a material adverse effect on the Company's results of operations or cash flows in particular quarterly or annual periods.
	Apart from the inherent difficulty of predicting litigation outcomes, the Mutual Funds Litigation identified below purports to seek substantial damages for unsubstantiated conduct spanning a multi-year period based on novel applications of complex legal theories. The alleged damages are not quantified or factually supported in the complaint, and, in any event, the Company's experience shows that demands for damages often bear little relation to a reasonable estimate of potential loss. The matter is in the earliest stages of litigation, with no substantive legal decisions by the court defining the scope of the claims or the potentially available damages; fact discovery is also in its early stages. Accordingly, management cannot reasonably estimate the possible loss or range of loss, if any, or predict the timing of the eventual resolution of this matter.
	Mutual Funds Litigation - In February 2011, a derivative action was brought on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that Hartford Investment Financial Services, LLC (“HIFSCO”), an indirect subsidiary of the Company, received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the Investment Company Act of 1940.  HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of The Hartford Global Health Fund, The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisors Fund, and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings. HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In February 2014, the plaintiffs expressed their intent to file a new complaint that would, among other things, add as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and name as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as advisor to the funds as of January 2013. HFMC and HIFSCO dispute the allegations and intend to defend vigorously.
	Asbestos and Environmental Claims
	The Company continues to receive asbestos and environmental claims. Asbestos claims relate primarily to bodily injuries asserted by people who came in contact with asbestos or products containing asbestos. Environmental claims relate primarily to pollution and related clean-up costs.
	The Company wrote several different categories of insurance contracts that may cover asbestos and environmental claims. First, the Company wrote primary policies providing the first layer of coverage in an insured’s liability program. Second, the Company wrote excess policies providing higher layers of coverage for losses that exhaust the limits of underlying coverage. Third, the Company acted as a reinsurer assuming a portion of those risks assumed by other insurers writing primary, excess and reinsurance coverages. Fourth, subsidiaries of the Company participated in the London Market, writing both direct insurance and assumed reinsurance business.
	Significant uncertainty limits the ability of insurers and reinsurers to estimate the ultimate reserves necessary for unpaid losses and expenses related to environmental and particularly asbestos claims. The degree of variability of reserve estimates for these exposures is significantly greater than for other more traditional exposures.
	In the case of the reserves for asbestos exposures, factors contributing to the high degree of uncertainty include inadequate loss development patterns, plaintiffs’ expanding theories of liability, the risks inherent in major litigation, and inconsistent emerging legal doctrines. Furthermore, over time, insurers, including the Company, have experienced significant changes in the rate at which asbestos claims are brought, the claims experience of particular insureds, and the value of claims, making predictions of future exposure from past experience uncertain. Plaintiffs and insureds also have sought to use bankruptcy proceedings, including “pre-packaged” bankruptcies, to accelerate and increase loss payments by insurers. In addition, some policyholders have asserted new classes of claims for coverages to which an aggregate limit of liability may not apply. Further uncertainties include insolvencies of other carriers and unanticipated developments pertaining to the Company’s ability to recover reinsurance for asbestos and environmental claims. Management believes these issues are not likely to be resolved in the near future.
	In the case of the reserves for environmental exposures, factors contributing to the high degree of uncertainty include expanding theories of liability and damages, the risks inherent in major litigation, inconsistent decisions concerning the existence and scope of coverage for environmental claims, and uncertainty as to the monetary amount being sought by the claimant from the insured.
	The reporting pattern for assumed reinsurance claims, including those related to asbestos and environmental claims, is much longer than for direct claims. In many instances, it takes months or years to determine that the policyholder’s own obligations have been met and how the reinsurance in question may apply to such claims. The delay in reporting reinsurance claims and exposures adds to the uncertainty of estimating the related reserves.
	It is also not possible to predict changes in the legal and legislative environment and their effect on the future development of asbestos and environmental claims.
	Given the factors described above, the Company believes the actuarial tools and other techniques it employs to estimate the ultimate cost of claims for more traditional kinds of insurance exposure are less precise in estimating reserves for certain of its asbestos and environmental exposures. For this reason, the Company principally relies on exposure-based analysis to estimate the ultimate costs of these claims and regularly evaluates new account information in assessing its potential asbestos and environmental exposures. The Company supplements this exposure-based analysis with evaluations of the Company’s historical direct net loss and expense paid and reported experience, and net loss and expense paid and reported experience by calendar and/or report year, to assess any emerging trends, fluctuations or characteristics suggested by the aggregate paid and reported activity.
	As of December 31, 2013 and 2012, the Company reported $1.7 billion and $1.8 billion of net asbestos reserves and $276 and $297 of net environmental reserves, respectively. The Company believes that its current asbestos and environmental reserves are appropriate. However, analyses of future developments could cause The Hartford to change its estimates and ranges of its asbestos and environmental reserves, and the effect of these changes could be material to the Company’s consolidated operating results and liquidity.
	Lease Commitments
	The total rental expense on operating leases was $79, $105, and $122 in 2013, 2012, and 2011, respectively, which excludes sublease rental income of $8, $6, and $13 in 2013, 2012 and 2011, respectively.
	Future minimum lease commitments as of December 31, 2013 are as follows:
		Operating Leases
	2014	$	59
	2015	51
	2016	40
	2017	31
	2018	22
	Thereafter	28
	Total minimum lease payments [1]	$	231
	[1] Excludes expected future minimum sublease income of approximately $4, $3, $2, $2, $2 and $4, in 2014, 2015, 2016, 2017, 2018 and thereafter respectively.
	The Company’s lease commitments consist primarily of lease agreements for office space, data processing, furniture and fixtures, office equipment, and transportation equipment that expire at various dates. Capital lease assets are included in property and equipment.
	Unfunded Commitments
	As of December 31, 2013, the Company has outstanding commitments totaling $703, of which $531 is committed to fund limited partnership and other alternative investments, which may be called by the partnership during the commitment period to fund the purchase of new investments and partnership expenses. Additionally, $165 is largely related to commercial whole loans the Company is expecting to fund in the first half of 2014. The remaining outstanding commitments are related to various funding obligations associated with private placement securities.
	Guaranty Fund and Other Insurance-related Assessments
	In all states, insurers licensed to transact certain classes of insurance are required to become members of a guaranty fund. In most states, in the event of the insolvency of an insurer writing any such class of insurance in the state, members of the funds are assessed to pay certain claims of the insolvent insurers. A particular state’s fund assesses its members based on their respective written premiums in the state for the classes of insurance in which the insolvent insurer was engaged. Assessments are generally limited for any year to [one] or [two] percent of the premiums written per year depending on the state.
	The Hartford accounts for guaranty fund and other related assessments in accordance with Accounting Standards Codification 405-30, “Insurance-Related Assessments.” Liabilities for guaranty fund and other insurance-related assessments are accrued when an assessment is probable, when it can be reasonably estimated, and when the event obligating the Company to pay an imposed or probable assessment has occurred. Liabilities for guaranty funds and other insurance-related assessments are not discounted and are included as part of other liabilities in the Consolidated Balance Sheets. As of December 31, 2013 and 2012, the liability balance was $138 and $160 respectively. As of December 31, 2013 and 2012, $37 and $34 related to premium tax offsets were included in other assets. In 2011, The Company recognized $22 for expected assessments related to the Executive Life Insurance Company of New York ("ELNY") insolvency.
	Derivative Commitments
	Certain of the Company’s derivative agreements contain provisions that are tied to the financial strength ratings of the individual legal entity that entered into the derivative agreement as set by nationally recognized statistical rating agencies. If the legal entity’s financial strength were to fall below certain ratings, the counterparties to the derivative agreements could demand immediate and ongoing full collateralization and in certain instances demand immediate settlement of all outstanding derivative positions traded under each impacted bilateral agreement. The settlement amount is determined by netting the derivative positions transacted under each agreement. If the termination rights were to be exercised by the counterparties, it could impact the legal entity’s ability to conduct hedging activities by increasing the associated costs and decreasing the willingness of counterparties to transact with the legal entity. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a net liability position as of December 31, 2013 was $1.2 billion. Of this $1.2 billion the legal entities have posted collateral of $1.4 billion in the normal course of business. In addition, the Company has posted collateral of $44 associated with a customized GMWB derivative. Based on derivative market values as of December 31, 2013, a downgrade of one level below the current financial strength ratings by either Moody’s or S&P could require approximately an additional $12 to be posted as collateral. Based on derivative market values as of December 31, 2013, a downgrade by either Moody’s or S&P of two levels below the legal entities’ current financial strength ratings could require approximately an additional $33 of assets to be posted as collateral. These collateral amounts could change as derivative market values change, as a result of changes in our hedging activities or to the extent changes in contractual terms are negotiated. The nature of the collateral that we would post, if required, would be primarily in the form of U.S. Treasury bills, U.S. Treasury notes and government agency securities.

Income_Taxes

Income Taxes	12 Months Ended
	Dec. 31, 2013
Income Tax Disclosure [Abstract]	'
Income Tax	'
	Income Taxes
	Income (loss) from continuing operations before income taxes included income (loss) from domestic operations of $276, $(1,267) and $344 for the years ended December 31, 2013, 2012 and 2011, and income (loss) from foreign operations of $(213), $686 and $(144) for the years ended December 31, 2013, 2012 and 2011. Substantially all of the income (loss) from foreign operations is earned by a Japanese subsidiary.
	The provision (benefit) for income taxes consists of the following:
		For the years ended December 31,
		2013			2012			2011
	Income Tax Expense (Benefit)
	Current - U.S. Federal	$	219		$	33		$	(543	)
	International	89			6			22
	Total current	308			39			(521		)
	Deferred - U.S. Federal Excluding NOL Carryforward	(233		)	(377		)	921
	U.S. Net Operating Loss Carryforward	(86		)	(301		)	(652		)
	International	(236		)	158			(121		)
	Total deferred	(555		)	(520		)	148
	Total income tax benefit	$	(247	)	$	(481	)	$	(373	)
	Deferred tax assets (liabilities) include the following:
		As of December 31,
	Deferred Tax Assets	2013			2012
	Tax discount on loss reserves	$	632		$	621
	Tax basis deferred policy acquisition costs	207			481
	Unearned premium reserve and other underwriting related reserves	434			414
	Investment-related items	1,641			1,525
	Insurance product derivatives	13			454
	Employee benefits	523			599
	Minimum tax credit	823			860
	Net operating loss carryover	1,093			1,007
	Foreign tax credit carryover	163			149
	Capital loss carryover	—			5
	Other	63			118
	Total Deferred Tax Assets	5,592			6,233
	Valuation Allowance	(4		)	(58		)
	Deferred Tax Assets, Net of Valuation Allowance	5,588			6,175
	Deferred Tax Liabilities
	Financial statement deferred policy acquisition costs and reserves	(894		)	(1,694		)
	Net unrealized gains on investments	(669		)	(2,396		)
	Other depreciable and amortizable assets	(185		)	(143		)
	Total Deferred Tax Liabilities	(1,748		)	(4,233		)
	Net Deferred Tax Asset	$	3,840		$	1,942
	As of December 31, 2013 and 2012, the net deferred tax asset included the expected tax benefit attributable to net operating losses of $3,123 and $2,946, respectively, consisting of U.S. losses of $3,123 and $2,725, respectively, and foreign losses of $0 and $221. The U.S. losses expire as follows: $12 from 2014-2020, $3,111 from 2026-2032.
	The Company has recorded a deferred tax asset valuation allowance that is adequate to reduce the total deferred tax asset to an amount that will be more likely than not realized.
	The deferred tax asset valuation allowance was $4 as of December 31, 2013 relating mostly to U.S. net operating losses and $58 as of December 31, 2012 relating mostly to foreign net operating losses. The change in the valuation allowance is primarily related to the sale of the U.K. variable annuity business.
	In assessing the need for a valuation allowance, management considered future taxable temporary difference reversals, future taxable income exclusive of reversing temporary differences and carryforwards, taxable income in open carry back years, as well as other tax planning strategies. These tax planning strategies include holding a portion of debt securities with market value losses until recovery, altering the level of tax exempt securities, selling appreciated securities to offset capital losses, business considerations such as asset-liability matching, and the sales of certain corporate assets. Management views such tax planning strategies as prudent and feasible, and would implement them, if necessary, to realize the deferred tax asset. In 2011, the Company released $86, or 100% of the valuation allowance associated with realized capital losses based on the availability of additional tax planning strategies. Future economic conditions and debt market volatility, including increases in interest rates, can adversely impact the Company’s tax planning strategies and in particular the Company’s ability to utilize tax benefits on previously recognized realized capital losses.
	Included in Other liabilities in the Consolidated Balance Sheets as of December 31, 2013 and 2012 are net deferred tax liabilities related to Japan of $61 and $376, respectively.  The net deferred tax liability of $61 as of December 31, 2013 was comprised of taxes on future taxable income related to owed reinsurance recoverables, loss reserves and foreign currency translation adjustments.
	The December 31, 2012 net deferred tax liability is comprised of a gross deferred tax asset of $274 related to tax discount on loss reserves and a gross deferred tax liability of $650, comprised primarily of $331 for deferred policy acquisition costs and $197 for foreign currency translation adjustments.
	As of December 31, 2013 the Company had a current income tax receivable of $72, of which $70 was a payable related to Japan and due to a foreign jurisdiction. As of December 31, 2012 the Company had a current income tax receivable of $19, of which $1 was related to Japan and due from a foreign jurisdiction.
	The Company and its subsidiaries file income tax returns in the U.S. federal jurisdiction, and various state and foreign jurisdictions, as applicable. The Company is no longer subject to U.S. federal, state and local, or non-U.S. income tax examinations for years prior to 2007. The audit of the years 2007-2011are expected to conclude in 2015, with no material impact on the consolidated financial condition or results of operations. In addition, in 2011 the Company recorded a tax benefit of $52 as a result of a resolution of a tax matter with the IRS for the computation of the dividends-received deduction (“DRD”) for years 1998, 2000 and 2001. Management believes that adequate provision has been made in the financial statements for any potential assessments that may result from tax examinations and other tax-related matters for all open tax years.
	The Company’s unrecognized tax benefits were unchanged during the years ended December 31, 2013, 2012 and 2011, remaining at $48 as of December 31, 2013 and 2012. This entire amount, if it were recognized, would affect the effective tax rate in the period it is released.
	The Company classifies interest and penalties (if applicable) as income tax expense in the consolidated financial statements. The Company recognized interest income (expense) of $5, $0, and $5 during the years ended December 31, 2013, 2012 and 2011, respectively. The Company had approximately $1 of interest payable and $1 of interest receivable accrued as of December 31, 2013 and 2012, respectively. The Company does not believe it would be subject to any penalties in any open tax years and, therefore, has not booked any accrual for penalties.
	A reconciliation of the tax provision at the U.S. Federal statutory rate to the provision for income taxes is as follows:
		For the years ended December 31,
		2013			2012			2011
	Tax provision (benefit) at U.S. Federal statutory rate	$	22		$	(203	)	$	70
	Tax-exempt interest	(138		)	(141		)	(148		)
	Dividends received deduction	(139		)	(145		)	(206		)
	Valuation allowance	(2		)	—			(85		)
	Other	10			8			(4		)
	Provision (benefit) for income taxes	$	(247	)	$	(481	)	$	(373	)

Debt

Debt	12 Months Ended
	Dec. 31, 2013
Debt Disclosure [Abstract]	'
Debt	'
	ebt
	The Company’s long-term debt securities are issued by either HFSG Holding Company or HLI, and are unsecured obligations of HFSG Holding Company or HLI, and rank on a parity with all other unsecured and unsubordinated indebtedness of HFSG Holding Company or HLI. The Company's revolving credit facility debt is secured by Japan government bonds and is drawn by HLIKK.
	Debt is carried net of discount. Short-term and long-term debt by issuance are as follows:
		As of December 31,
		2013		2012
	Revolving Credit Facilities	$	238	$	—
	Senior Notes and Debentures
	4.625% Notes, due 2013	—		320
	4.75% Notes, due 2014	200		200
	4.0% Notes, due 2015	289		300
	7.3% Notes, due 2015	167		200
	5.5% Notes, due 2016	275		300
	5.375% Notes, due 2017	415		499
	4.0% Notes, due 2017	295		325
	6.3% Notes, due 2018	320		500
	6.0% Notes, due 2019	413		500
	5.5% Notes, due 2020	499		499
	5.125% Notes, due 2022	796		796
	7.65% Notes, due 2027	79		149
	7.375% Notes, due 2031	63		92
	5.95% Notes, due 2036	298		298
	6.625% Notes, due 2040	295		299
	6.1% Notes, due 2041	326		325
	6.625% Notes, due 2042	178		424
	4.3% Notes, due 2043	298		—
	Junior Subordinated Debentures
	7.875% Notes, due 2042	600		600
	8.125% Notes, due 2068	500		500
	Total Notes and Debentures	6,306		7,126
	Less: Current maturities	200		320
	Long-Term Debt	6,106		6,806
	Total Debt	$	6,544	$	7,126
	The effective interest rate on the 6.1% senior notes due 2041 is 7.9%. The effective interest rate on the remaining notes does not differ materially from the stated rate. The Company incurred interest expense of $397, $457 and $508 on long-term debt for the years ended December 31, 2013, 2012 and 2011, respectively.
	Collateralized Advances
	Hartford Life Insurance Company (“HLIC”), an indirect wholly owned subsidiary, became a member of the Federal Home Loan Bank of Boston (“FHLBB”) in May 2011. Membership allows HLIC access to collateralized advances, which may be used to support various spread-based businesses and enhance liquidity management. The Connecticut Department of Insurance (“CTDOI”) will permit HLIC to pledge up to $1.25 billion in qualifying assets to secure FHLBB advances for 2014. The amount of advances that can be taken are dependent on the asset types pledged to secure the advances. The pledge limit is recalculated annually based on statutory admitted assets and capital and surplus. HLIC would need to seek the prior approval of the CTDOI if there were a desire to exceed these limits. As of December 31, 2013, HLIC had no advances outstanding under the FHLBB facility.
	Senior Notes
	On March 26, 2013, the Company repurchased principal amounts of approximately $800, plus a payment for unpaid interest on senior notes due through the settlement date. The Company recognized a loss on extinguishment in 2013 of approximately $213, before tax, representing the excess of the repurchase price over the principal repaid and the write-off of the unamortized discount and debt issuance costs.
	On April 18, 2013, the Company issued $300 aggregate principal amount of 4.3% Senior Notes (the "4.3% Notes") due April 15, 2043 for net proceeds of approximately $295, after deducting underwriting discounts and expenses from the offering. The 4.3% Notes bear interest at an annual fixed rate of 4.3% from the date of issuance to April 15, 2043, payable semi-annually in arrears on April 15 and October 15, commencing October 15, 2013. The Company, at its option, can redeem the 4.3% Notes at any time in whole, or from time to time in part, at a redemption price at a discount rate of US Treasury due November 15, 2042 plus 25 basis points, or if greater, 100% of the principal amount of notes to be redeemed, plus accrued and unpaid interest to the date of redemption.
	Junior Subordinated Debentures
	On April 17, 2012, the Company (i) repurchased all outstanding 10% fixed-to-floating rate junior subordinated debentures due 2068 with a $1.75 billion aggregate principal amount held by Allianz SE (“Allianz”) (the “10% Debentures”) for $2.125 billion (plus a payment by the Company of unpaid interest on the 10% Debentures) and (ii) settled the repurchase of the Series B and Series C warrants held by Allianz to purchase shares of the Company’s common stock, see Note 16. In addition, the 10% Debentures replacement capital covenant (the “10% Debentures RCC”) was terminated on April 12, 2012 with the consent of the holders of a majority in aggregate principal amount of the Company’s outstanding 6.1% senior notes due 2041. Upon closing, the Company recognized a loss on extinguishment in the second quarter of 2012 of $587, after-tax, representing the premium associated with repurchasing the 10% Debentures at an amount greater than the face amount, the write-off of the unamortized discount and debt issuance costs related to the 10% Debentures and other costs related to the repurchase transaction. On April 5, 2012, the Company issued $600 aggregate principal amount of 7.875% fixed-to-floating rate junior subordinated debentures due 2042 (the “Debentures”) for net proceeds of approximately $586, after deducting underwriting discounts and offering expenses. The Company financed the repurchase of the 10% Debentures through the issuance of the Senior Notes and the Debentures.
	The Debentures bear interest from the date of issuance to but excluding April 15, 2022 at an annual rate of 7.875%, payable quarterly in arrears on January 15, April 15, July 15 and October 15 of each year to and including April 15, 2022. Commencing on April 15, 2022 the Debentures bear interest at an annual rate equal to three-month LIBOR, reset quarterly, plus 5.596%, payable quarterly in arrears on January 15, April 15, July 15 and October 15 of each year, commencing on July 15, 2022. The Company has the right, on one or more occasions, to defer the payment of interest on the Debentures. The Company may defer interest for up to ten consecutive years without giving rise to an event of default. Deferred interest will accumulate additional interest at an annual rate equal to the annual interest rate then applicable to the Debentures. If the Company defers interest payments on the Debentures, the Company generally may not make payments on or redeem or purchase any shares of its capital stock or any of its debt securities or guarantees that rank upon liquidation, dissolution or winding up equally with or junior to the Debentures, subject to certain limited exceptions.
	The Company may elect to redeem the Debentures in whole at any time or in part from time to time on or after April 15, 2022, at a redemption price equal to the principal amount of the Debentures being redeemed plus accrued and unpaid interest to but excluding the date of redemption. If the Debentures are not redeemed in whole, at least $25 aggregate principal amount of the Debentures must remain outstanding after giving effect to such redemption. The Debentures may be redeemed in whole at any time prior to April 15, 2022, within 90 days of the occurrence of a tax event or rating agency event, at a redemption price equal to the greater of (i) the principal amount of the Debentures being redeemed, or (ii) the present value of the (a) outstanding principal and (b) remaining scheduled payments of interest that would have been payable from the redemption date to and including April 15, 2022 on the Debentures to be redeemed (not including any portion of such payments of interest accrued and unpaid to but excluding the redemption date), discounted from their respective interest payment dates to but excluding the redemption date at a discount rate equal to the Treasury Rate plus a spread of 0.7%, in each case, plus accrued and unpaid interest to but excluding the redemption date.
	The Debentures are unsecured, subordinated and junior in right of payment and upon liquidation to all of the Company’s existing and future senior indebtedness. In addition, the Debentures are effectively subordinated to all of the Company’s subsidiaries’ existing and future indebtedness and other liabilities, including obligations to policyholders. The Debentures do not limit the Company’s or the Company’s subsidiaries’ ability to incur additional debt, including debt that ranks senior in right of payment and upon liquidation to the Debentures.
	The Debentures rank equally in right of payment and upon liquidation with (i) any indebtedness the terms of which provide that such indebtedness ranks equally with the Debentures, including guarantees of such indebtedness, (ii) the Company’s existing 8.125% fixed-to-floating rate junior subordinated debentures due 2068 (the “8.125% Debentures”), (iii) the Company’s Income Capital Obligation Notes due 2067, issuable pursuant to the Junior Subordinated Indenture, dated as of February 12, 2007, between the Company and Wilmington Trust Company (the “ICON securities”), (iv) our trade accounts payable, and (v) any of our indebtedness owed to a person who is our subsidiary or employee.
	Long-Term Debt Maturities
	Long-term debt maturities (at par values), as of December 31, 2013 are summarized as follows:
	2014	$	200
	2015	456
	2016	275
	2017	711
	2018	320
	Thereafter	4,438
	Shelf Registrations
	On August 9, 2013, the Company filed with the Securities and Exchange Commission (the “SEC”) an automatic shelf registration statement (Registration No. 333-190506) for the potential offering and sale of debt and equity securities. The registration statement allows for the following types of securities to be offered: debt securities, junior subordinated debt securities, preferred stock, common stock, depositary shares, warrants, stock purchase contracts, and stock purchase units. In that The Hartford is a well-known seasoned issuer, as defined in Rule 405 under the Securities Act of 1933, the registration statement went effective immediately upon filing and The Hartford may offer and sell an unlimited amount of securities under the registration statement during the three-year life of the registration statement.
	Contingent Capital Facility
	The Company is party to a put option agreement that provides The Hartford with the right to require the Glen Meadow ABC Trust, a Delaware statutory trust, at any time and from time to time, to purchase The Hartford’s junior subordinated notes in a maximum aggregate principal amount not to exceed $500. Under the Put Option Agreement, The Hartford will pay the Glen Meadow ABC Trust premiums on a periodic basis, calculated with respect to the aggregate principal amount of notes that The Hartford had the right to put to the Glen Meadow ABC Trust for such period. The Hartford has agreed to reimburse the Glen Meadow ABC Trust for certain fees and ordinary expenses. The Company holds a variable interest in the Glen Meadow ABC Trust where the Company is not the primary beneficiary. As a result, the Company did not consolidate the Glen Meadow ABC Trust. As of December 31, 2013, The Hartford has not exercised its right to require Glen Meadow ABC Trust to purchase the notes. As a result, the notes remain a source of capital for the HFSG Holding Company.
	Revolving Credit Facilities
	The Company has a senior unsecured revolving credit facility (the "Credit Facility") that provides for borrowing capacity up to $1.75 billion (which is available in U.S. dollars, and in Euro, Sterling, Canadian dollars and Japanese Yen) through January 6, 2016. As of December 31, 2013, there were no borrowings outstanding under the Credit Facility. Of the total availability under the Credit Facility, up to $250 is available to support letters of credit issued on behalf of the Company or subsidiaries of the Company. Under the Credit Facility, the Company must maintain a minimum level of consolidated net worth of $14.9 billion. The definition of consolidated net worth under the terms of the Credit Facility, excludes AOCI and includes the Company's outstanding junior subordinated debentures and, if any, perpetual preferred securities, net of discount. In addition, the Company’s maximum ratio of consolidated total debt to consolidated total capitalization is limited to 35%, and the ratio of consolidated total debt of subsidiaries to consolidated total capitalization is limited to 10%. As of December 31, 2013, the Company was in compliance with all financial covenants under the Credit Facility.
	HLIKK has four revolving credit facilities in support of operations. Two of the credit facilities have no amounts drawn as of December 31, 2013 with borrowing limits of approximately ¥5 billion, or $48 each, and individually have expiration dates of January 5, 2015 and September 30, 2014. In December 2013, HLIKK entered into two new revolving credit facility agreements with two Japanese banks in order to finance certain withholding taxes on mutual fund gains, that are subsequently credited to HLIKK's tax liability when HLIKK files its’ income tax returns. At December 31, 2013, HLIKK had drawn the total borrowing limits of ¥5 billion, or $48, and ¥20 billion, or $190 on these credit facilities. The ¥5 billion credit facility accrues interest at a variable rate based on the one month Tokyo Interbank Offering Rate (TIBOR) plus 3 bps, which as of December 31, 2013 the interest rate was 18 bps, and the ¥20 billion credit facility accrues interest at a variable rate based on TIBOR plus 3 bps, or the actual cost of funding, which as of December 31, 2013 the interest rate was 20 bps. Both of the credit facilities expire on September 30, 2014.
	Commercial Paper
	While The Hartford's maximum borrowings available under its commercial paper program are $2.0 billion, the Company is dependent upon market conditions to access short-term financing through the issuance of commercial paper to investors. There is no commercial paper outstanding as of December 31, 2013.
	Consumer Notes
	The Company issued consumer notes through its Retail Investor Notes Program prior to 2009. A consumer note is an investment product distributed through broker-dealers directly to retail investors as medium-term, publicly traded fixed or floating rate, or a combination of fixed and floating rate notes. Consumer notes are part of the Company’s spread-based business and proceeds are used to purchase investment products, primarily fixed rate bonds. Proceeds are not used for general operating purposes. Consumer notes maturities may extend up to 30 years and have contractual coupons based upon varying interest rates or indexes (e.g. consumer price index) and may include a call provision that allows the Company to extinguish the notes prior to its scheduled maturity date. Certain Consumer notes may be redeemed by the holder in the event of death. Redemptions are subject to certain limitations, including calendar year aggregate and individual limits. The aggregate limit is equal to the greater of $1 or 1% of the aggregate principal amount of the notes as of the end of the prior year. The individual limit is $250 thousand per individual. Derivative instruments are utilized to hedge the Company’s exposure to market risks in accordance with Company policy. As of December 31, 2013, these consumer notes have interest rates ranging from 4% to 6% for fixed notes and, for variable notes, based on December 31, 2013 rates, either consumer price index plus 102 to 247 basis points, or indexed to the S&P 500, Dow Jones Industrials, or the Nikkei 225. The aggregate maturities of Consumer Notes are as follows: $14 in 2014, $32 in 2015, $18 in 2016, $12 in 2017, $8 thereafter. For 2013, 2012 and 2011, interest credited to holders of consumer notes was $6, $10, and $15, respectively.

Equity

Equity	12 Months Ended
	Dec. 31, 2013
Equity [Abstract]	'
Equity	'
	Equity
	Series F Preferred Stock
	On March 23, 2010, The Hartford issued 23 million depositary shares, each representing a 1/40th interest in The Hartford’s 7.25% mandatory convertible preferred stock, Series F, at a price of $25 per depositary share and received net proceeds of approximately $556. Cumulative dividends on each share of the mandatory convertible preferred stock were payable at a rate of 7.25% per annum on the initial liquidation preference of $1,000 per share. On April 1, 2013 the mandatory convertible preferred stock converted to 21.2 million shares of common stock.
	Allianz SE Warrants
	In connection with the Company’s October 17, 2008 investment agreement with Allianz SE, Allianz was issued warrants, with an initial term of seven years, to purchase the Company’s Series B Non-Voting Contingent Convertible Preferred Stock and Series C Non-Voting Contingent Convertible Preferred Stock, structured to entitle Allianz, upon receipt of necessary approvals, to purchase 69,115,324 shares of common stock at an initial exercise price of $25.32 per share.
	On March 30, 2012 the Company repurchased all of the outstanding Series B and Series C warrants held by Allianz for $300. These warrants authorized Allianz to purchase 69,351,806 shares of the Company’s common stock at an exercise price of $25.23 per share. The repurchase was settled on April 17, 2012.
	Outstanding Capital Purchase Program Warrants
	The Hartford has warrants outstanding and exercisable that expire on June 26, 2019. These warrants were originally issued on June 26, 2009 as part of the Capital Purchase Program (“CPP”) established by the U.S. Department of the Treasury (“Treasury”) under the Emergency Economic Stabilization Act of 2008 (the “EESA”). In 2010, the Treasury sold its warrants to purchase approximately 52 million shares of The Hartford’s common stock in a secondary public offering for net proceeds of approximately $706.
	The Hartford’s declaration of dividends on its common stock in excess of a threshold results in adjustments to the warrant exercise price.
	The warrant exercise price was $9.504 , $9.599, and $9.699 at December 31, 2013, 2012 and 2011, respectively. The exercise price will be paid by withholding by The Hartford of a number of shares of common stock issuable upon exercise of the warrants equal to the value of the aggregate exercise price of the warrants so exercised determined by reference to the closing price of The Hartford’s common stock on the trading day on which the warrants are exercised and notice is delivered to the warrant agent. Total warrants outstanding and exercisable as of December 31, 2013, 2012, and 2011, were 32.4 million, 52.1 million, and 52.1 million, respectively. Warrant exercises and repurchases under the Equity Repurchase Program in 2013 were 18.1 million and 1.6 million, respectively.
	Equity Repurchase Program
	On January 31, 2013, the Board of Directors authorized a capital management plan which provides for a $500 equity repurchase program to be completed by December 31, 2014. On June 26, 2013 the Board of Directors approved a $750 increase in the Company's authorized equity repurchase program, bringing the total authorization to $1.25 billion, with $617 remaining as of December 31, 2013.
	In January 2014, the Board of Directors approved an increase in the Company's authorized equity repurchase program by an amount that, when combined with the amount remaining under the existing authorization, provides the Company with the ability to repurchase $2 billion, in equity during the period commencing on January 1, 2014 and ending on December 31, 2015.
	During the year ended December 31, 2013, the Company repurchased 19.2 million common shares, for $600, and 1.6 million warrants, for $33, through this program.
	The Company repurchased 7.7 million common shares, for $262, from January 1, 2014 to February 25, 2014.
	During the year ended December 31, 2012, the Company completed a $500 equity repurchase program authorized on July 27, 2011 by the Board of Directors that permitted for purchases of common stock, as well as warrants and other derivative securities. In addition to repurchases that occurred in 2011, the repurchases in 2012 included 8.0 million common shares for $149, and the repurchase of all outstanding Series B and Series C warrants held by Allianz for $300.
	Statutory Results
	The domestic insurance subsidiaries of The Hartford prepare their statutory financial statements in conformity with statutory accounting practices prescribed or permitted by the applicable state insurance department which vary materially from U.S. GAAP. Prescribed statutory accounting practices include publications of the National Association of Insurance Commissioners (“NAIC”), as well as state laws, regulations and general administrative rules. The differences between statutory financial statements and financial statements prepared in accordance with U.S. GAAP vary between domestic and foreign jurisdictions. The principal differences are that statutory financial statements do not reflect deferred policy acquisition costs and limit deferred income taxes, life benefit reserves predominately use interest rate and mortality assumptions prescribed by the NAIC, bonds are generally carried at amortized cost and reinsurance assets and liabilities are presented net of reinsurance.
	The statutory net income (loss) and statutory capital and surplus were as follows:
		For the years ended December 31,
	Statutory Net Income (Loss)	2013		2012		2011
	U.S. life insurance subsidiaries, includes domestic captive insurance subsidiaries	$	2,144	$	592	$	(1,272	)
	Property and casualty insurance subsidiaries	1,217		883		514
	Total	$	3,361	$	1,475	$	(758	)
		As of December 31,
	Statutory Capital and Surplus	2013		2012
	U.S. life insurance subsidiaries, includes domestic captive insurance subsidiaries	$	6,639	$	6,410
	Property and casualty insurance subsidiaries	8,022		7,645
	Total	$	14,661	$	14,055
	The Company also holds regulatory capital and surplus for its operations in Japan. Under the accounting practices and procedures governed by Japanese regulatory authorities, the Company’s statutory capital and surplus was $1.2 billion and $1.1 billion, as of December 31, 2013 and 2012, respectively.
	Regulatory Capital Requirements
	The Hartford's U.S. insurance companies' states of domicile impose risk-based capital (“RBC”) requirements. The requirements provide a means of measuring the minimum amount of statutory capital and surplus, referred to collectively as capital, appropriate for an insurance company to support its overall business operations based on its size and risk profile. Regulatory compliance is determined by a ratio of a company's total adjusted capital (“TAC”) to its authorized control level RBC (“ACL RBC”). Companies below specific trigger points or ratios are classified within certain levels, each of which requires specified corrective action. The minimum level of TAC before corrective action commences is two times the ACL RBC (“Company Action Level”). The adequacy of a company's capital is determined by the ratio of a company's TAC to its Company Action Level (known as the RBC ratio). All of The Hartford's operating insurance subsidiaries had RBC ratios in excess of the minimum levels required by the applicable insurance regulations. On an aggregate basis, The Hartford's U.S. property and casualty insurance companies' RBC ratio was in excess of 200% of Company Action Level as of December 31, 2013 and 2012. The RBC ratios for The Hartford's principal life insurance operating subsidiaries were all in excess of 425% of Company Action Level as of December 31, 2013 and 2012. In addition, all other domestic life insurance subsidiaries, comprising less than 10% of the capital of the Company's U.S. life insurance subsidiaries, have RBC ratios that exceed the minimum level required by the applicable insurance regulations. The reporting of RBC ratios is not intended for the purpose of ranking any insurance company or for use in connection with any marketing, advertising or promotional activities.
	Similar to the RBC ratios that are employed by U.S. insurance regulators, regulatory authorities in the international jurisdictions in which The Hartford operates generally establish minimum solvency requirements for insurance companies. All of The Hartford's international insurance subsidiaries have solvency margins in excess of the minimum levels required by the applicable regulatory authorities. The solvency margin ratio for The Hartford's insurance subsidiary in Japan as of its last fiscal year end, March 31, 2013, was in excess of three times the amount of capital that would require corrective action.
	Dividend Restrictions
	Dividends to the HFSG Holding Company from its insurance subsidiaries are restricted. The payment of dividends by Connecticut-domiciled insurers is limited under the insurance holding company laws of Connecticut. These laws require notice to and approval by the state insurance commissioner for the declaration or payment of any dividend, which, together with other dividends or distributions made within the preceding twelve months, exceeds the greater of (i) 10% of the insurer’s policyholder surplus as of December 31 of the preceding year or (ii) net income (or net gain from operations, if such company is a life insurance company) for the twelve-month period ending on the thirty-first day of December last preceding, in each case determined under statutory insurance accounting principles. In addition, if any dividend of a Connecticut-domiciled insurer exceeds the insurer’s earned surplus, it requires the prior approval of the Connecticut Insurance Commissioner. The insurance holding company laws of the other jurisdictions in which The Hartford’s insurance subsidiaries are incorporated (or deemed commercially domiciled) generally contain similar (although in certain instances somewhat more restrictive) limitations on the payment of dividends. Dividends paid to HFSG Holding Company by its life insurance subsidiaries are further dependent on cash requirements of HLI and other factors. In addition to statutory limitations on paying dividends, the Company also takes other items into consideration when determining dividends from subsidiaries. These considerations include, but are not limited to expected earnings and capitalization of the subsidiary, regulatory capital requirements and liquidity requirements of the individual operating company.
	The Company’s property-casualty insurance subsidiaries are permitted to pay up to a maximum of approximately $1.5 billion in dividends to HFSG Holding Company in 2014 without prior approval from the applicable insurance commissioner. The life insurance subsidiaries' dividend limitation under the holding company laws of Connecticut is $560 in 2014. In 2014, HFSG Holding Company anticipates receiving approximately $800 in dividends from its property-casualty insurance subsidiaries, net of dividends to fund interest payments on an intercompany note between Hartford Holdings, Inc. and Hartford Fire Insurance Company, and no ordinary dividends from the life insurance subsidiaries.
	On February 5, 2013 the Company received approval from the State of Connecticut Insurance Department for a $1.2 billion extraordinary dividend from its Connecticut domiciled life insurance subsidiaries. This dividend was paid on February 22, 2013. In 2013, HFSG Holding Company and HLI received no ordinary dividends from the life insurance subsidiaries, and HFSG Holding Company received $950 in ordinary dividends from its property-casualty insurance subsidiaries. The amount received from its property-casualty insurance subsidiaries included $150 related to funding interest payments on an intercompany note between Hartford Holdings Inc. and Hartford Fire Insurance Company and $800 used in conjunction with other resources at the HFSG Holding Company principally to fund dividends, interest, capital contributions to subsidiaries, debt maturities and equity repurchases.
	There are no current restrictions on the HFSG Holding Company's ability to pay dividends to its shareholders.
	Restricted Net Assets
	The Company's insurance subsidiaries had net assets of $20 billion, determined in accordance with U.S. GAAP, that were restricted from payment to the HFSG Holding Company, without prior regulatory approval at December 31, 2013.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income (Loss), Net of Tax	12 Months Ended
	Dec. 31, 2013
Equity [Abstract]	'
Accumulated Other Comprehensive Income (Loss), Net of Tax	'
	Changes in and Reclassifications From Accumulated Other Comprehensive Income (Loss)
	Changes in AOCI, net of tax and DAC, by component consist of the following:
	For the year ended December 31, 2013
		Net Unrealized Gain on Securities			OTTI Losses in OCI			Net Gain (Loss) on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Pension and Other Postretirement Plan Adjustments			Total AOCI
	Beginning balance	$	3,418		$	(47	)	$	428		$	406		$	(1,362	)	$	2,843
	OCI before reclassifications	(1,416		)	51			(195		)	(337		)	74			(1,823		)
	Amounts reclassified from AOCI	(1,015		)	(16		)	(125		)	22			35			(1,099		)
	Net OCI	(2,431		)	35			(320		)	(315		)	109			(2,922		)
	Ending balance	$	987		$	(12	)	$	108		$	91		$	(1,253	)	$	(79	)
	For the year ended December 31, 2012
		Net Unrealized Gain on Securities			OTTI Losses in OCI			Net Gain (Loss) on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Pension and Other Postretirement Plan Adjustments			Total AOCI
	Beginning balance	$	1,511		$	(99	)	$	516		$	574		$	(1,251	)	$	1,251
	OCI before reclassifications	1,928			149			58			(168		)	(320		)	1,647
	Amounts reclassified from AOCI	(21		)	(97		)	(146		)	—			209			(55		)
	Net OCI	1,907			52			(88		)	(168		)	(111		)	1,592
	Ending balance	$	3,418		$	(47	)	$	428		$	406		$	(1,362	)	$	2,843
	For the year ended December 31, 2011
		Net Unrealized Gain on Securities			OTTI Losses in OCI			Net Gain (Loss) on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Pension and Other Postretirement Plan Adjustments			Total AOCI
	Beginning balance	$	(556	)	$	(108	)	$	385		$	467		$	(1,178	)	$	(990	)
	OCI before reclassifications	2,151			37			217			107			(170		)	2,342
	Amounts reclassified from AOCI	(84		)	(28		)	(86		)	—			97			(101		)
	Net OCI	2,067			9			131			107			(73		)	2,241
	Ending balance	$	1,511		$	(99	)	$	516		$	574		$	(1,251	)	$	1,251
	Reclassifications from AOCI consist of the following:
	AOCI	Amount Reclassified from AOCI									Affected Line Item in the Consolidated Statement of Operations
		For year ended December 31, 2013			For year ended December 31, 2012			For year ended December 31, 2011
	Net Unrealized Gain on Securities
	Available-for-sale securities [1]	$	1,562		$	32		$	129		Net realized capital gains (losses)
		1,562			32			129			Total before tax
		547			11			45			Income tax expense
		$	1,015		$	21		$	84		Net income (loss)
	OTTI Losses in OCI
	Other than temporary impairments	$	25		$	149		$	43		Net realized capital gains (losses)
		25			149			43			Total before tax
		9			52			15			Income tax expense (benefit)
		$	16		$	97		$	28		Net income (loss)
	Net Gains on Cash Flow Hedging Instruments
	Interest rate swaps [2]	$	91		$	90		$	9		Net realized capital gains (losses)
	Interest rate swaps	97			140			126			Net investment income
	Foreign currency swaps	4			(6		)	(3		)	Net realized capital gains (losses)
		192			224			132			Total before tax
		67			78			46			Income tax expense
		$	125		$	146		$	86		Net income (loss)
	Foreign Currency Translation Adjustments
	Currency translation adjustments [3]	$	(34	)	$	—		$	—		Net realized capital gains (losses)
		(34		)	—			—			Total before tax
		(12		)	—			—			Income tax expense
		$	(22	)	$	—		$	—		Net income (loss)
	Pension and Other Postretirement Plan Adjustments
	Amortization of prior service costs	$	7		$	(90	)	$	10		Insurance operating costs and other expenses
	Amortization of actuarial gains (losses)	(61		)	(232		)	(159		)	Insurance operating costs and other expenses
		(54		)	(322		)	(149		)	Total before tax
		(19		)	(113		)	(52		)	Income tax expense
		(35		)	(209		)	(97		)	Net income (loss)
	Total amounts reclassified from AOCI	$	1,099		$	55		$	101		Net income (loss)
	[1]	The December 31, 2013 amount includes $1.5 billion of net unrealized gains on securities relating to the sales of the Retirement Plans and Individual Life businesses.
	[2]	The December 31, 2013 amount includes $71 of net gains on cash flow hedging instruments relating to the sales of the Retirement Plans and Individual Life businesses.
	[3]	The December 31, 2013 amount relates to the sale of the UK variable annuity business.

Employee_Benefit_Plans

Employee Benefit Plans	12 Months Ended
	Dec. 31, 2013
Compensation and Retirement Disclosure [Abstract]	'
Employee Benefit Plans	'
	Employee Benefit Plans
	The Company maintains The Hartford Retirement Plan for U.S. Employees, a U.S. qualified defined benefit pension plan (the “Plan”) that covers substantially all U.S. employees hired prior to January 1, 2013. Effective for all employees who joined the Company on or after January 1, 2001, a new component or formula was applied under the Plan referred to as the “cash balance formula”. The Company began using the cash balance formula to calculate future pension benefits for services rendered on or after January 1, 2009 for all employees hired before January 1, 2001. These amounts are in addition to amounts earned by those employees through December 31, 2008 under the traditional final average pay formula.
	The Company also maintains non-qualified pension plans to provide retirement benefits previously accrued that are in excess of Internal Revenue Code limitations.
	Effective December 31, 2012, the Company amended the Plan to freeze participation and benefit accruals. As a result, employees do not accrue further benefits under the cash balance formula of the plan after that date, although interest will continue to accrue to existing account balances. Compensation earned by employees up to December 31, 2012 will be used for purposes of calculating benefits under the Plan but there will be no future benefit accruals after that date. Participants as of December 31, 2012 will continue to earn vesting credit with respect to their frozen accrued benefits as they continue to work. The freeze also applies to The Hartford Excess Pension Plan II, the Company's non-qualified excess benefit plan for certain highly compensated employees.
	The Company provides certain health care and life insurance benefits for eligible retired employees. The Company’s contribution for health care benefits will depend upon the retiree’s date of retirement and years of service. In addition, the plan has a defined dollar cap for certain retirees which limits average Company contributions. The Hartford has prefunded a portion of the health care obligations through a trust fund where such prefunding can be accomplished on a tax effective basis. Effective January 1, 2002, Company-subsidized retiree medical, retiree dental and retiree life insurance benefits were eliminated for employees with original hire dates with the Company on or after January 1, 2002. The Company also amended its postretirement medical, dental and life insurance coverage plans to no longer provide subsidized coverage for employees who retire on or after January 1, 2014.
	Assumptions
	Pursuant to accounting principles related to the Company’s pension and other postretirement obligations to employees under its various benefit plans, the Company is required to make a significant number of assumptions in order to calculate the related liabilities and expenses each period. The two economic assumptions that have the most impact on pension and other postretirement expense are the discount rate and the expected long-term rate of return on plan assets. In determining the discount rate assumption, the Company utilizes a discounted cash flow analysis of the Company’s pension and other postretirement obligations and currently available market and industry data. The yield curve utilized in the cash flow analysis is comprised of bonds rated Aa or higher with maturities primarily between zero and thirty years. Based on all available information, it was determined that 4.75% and 4.25% were the appropriate discount rates as of December 31, 2013 to calculate the Company’s pension and other postretirement obligations, respectively. Accordingly, the 4.75% and 4.25% discount rates will also be used to determine the Company’s 2014 pension and other postretirement expense, respectively.
	The Company determines the expected long-term rate of return assumption based on an analysis of the Plan portfolio’s historical compound rates of return since 1979 (the earliest date for which comparable portfolio data is available) and over 5 year and 10 year periods. The Company selected these periods, as well as shorter durations, to assess the portfolio’s volatility, duration and total returns as they relate to pension obligation characteristics, which are influenced by the Company’s workforce demographics. In addition, the Company also applies long-term market return assumptions to an investment mix that generally anticipates 60% fixed income securities, 20% equity securities and 20% alternative assets to derive an expected long-term rate of return. Based upon these analyses, management determined the long-term rate of return assumption to be 7.10%. This assumption will also be used to determine the Company's 2014 expense.
	Weighted average assumptions used in calculating the benefit obligations and the net amount recognized as of December 31, 2013 and 2012 were as follows:
		Pension Benefits				Other Postretirement Benefits
		2013		2012		2013		2012
	Discount rate	4.75	%	4	%	4.25	%	3.5	%
	Rate of increase in compensation levels	—	%	3.75	%	N/A		N/A
	Weighted average assumptions used in calculating the net periodic benefit cost for the Company’s pension plans were as follows:
		For the years ended December 31,
		2013		2012		2011
	Discount rate	4	%	4.5	%	5.5	%
	Expected long-term rate of return on plan assets	7.1	%	7.3	%	7.3	%
	Rate of increase in compensation levels	3.75	%	3.75	%	4	%
	Weighted average assumptions used in calculating the net periodic benefit cost for the Company’s other postretirement plans were as follows:
		For the years ended December 31,
		2013		2012		2011
	Discount rate	3.5	%	4	%	5.25	%
	Expected long-term rate of return on plan assets	7.1	%	7.3	%	7.3	%
	Assumed health care cost trend rates were as follows:
		As of December 31,
		2013		2012		2011
	Pre-65 health care cost trend rate	8.05	%	8.45	%	8.95	%
	Post-65 health care cost trend rate	5.7	%	6.15	%	7.75	%
	Rate to which the cost trend rate is assumed to decline (the ultimate trend rate)	5	%	4.75	%	5	%
	Year that the rate reaches the ultimate trend rate	2021		2020		2019
	A one-percentage point change in assumed health care cost trend rates would have an insignificant effect on the amounts reported for other postretirement plans.
	Obligations and Funded Status
	The following tables set forth a reconciliation of beginning and ending balances of the benefit obligation and fair value of plan assets, as well as the funded status of The Hartford’s defined benefit pension and postretirement health care and life insurance benefit plans for the years ended December 31, 2013 and 2012. International plans represent an immaterial percentage of total pension assets, liabilities and expense and, for reporting purposes, are combined with domestic plans.
		Pension Benefits						Other Postretirement Benefits
	Change in Benefit Obligation	2013			2012			2013			2012
	Benefit obligation — beginning of year	$	6,080		$	5,465		$	313		$	424
	Service cost (excluding expenses)	1			92			—			2
	Interest cost	238			250			11			14
	Plan participants’ contributions	—			—			24			20
	Actuarial loss (gain)	14			28			39			1
	Settlements	—			(3		)	—			—
	Curtailment gain due to plan freeze	—			(42		)	—			(116		)
	Change in assumptions	(508		)	545			(19		)	19
	Benefits paid	(308		)	(256		)	(58		)	(54		)
	Retiree drug subsidy	—			—			2			3
	Foreign exchange adjustment	(1		)	1			—			—
	Benefit obligation — end of year	$	5,516		$	6,080		$	312		$	313
								Other Postretirement
		Pension Benefits						Benefits
	Change in Plan Assets	2013			2012			2013			2012
	Fair value of plan assets — beginning of year	$	4,850		$	4,513		$	220		$	203
	Actual return on plan assets	(27		)	381			13			17
	Employer contributions	101			201			—			—
	Benefits paid [1]	(278		)	(230		)	(20		)	—
	Expenses paid	(15		)	(13		)	—			—
	Settlements	—			(3		)	—			—
	Foreign exchange adjustment	(1		)	1			—			—
	Fair value of plan assets — end of year	$	4,630		$	4,850		$	213		$	220
	Funded status — end of year	$	(886	)	$	(1,230	)	$	(99	)	$	(93	)
	[1]	In 2013 other postretirement benefits paid represent non-key employee postretirement medical benefits paid from the Company's prefunded trust fund.
	The fair value of assets for pension benefits, and hence the funded status, presented in the table above excludes assets of $123 and $116 held in rabbi trusts and designated for the non-qualified pension plans as of December 31, 2013 and 2012, respectively. The assets do not qualify as plan assets; however, the assets are available to pay benefits for certain retired, terminated and active participants. Such assets are available to the Company’s general creditors in the event of insolvency. The assets consist of equity and fixed income investments. To the extent the fair value of these rabbi trusts were included in the table above, pension plan assets would have been $4,753 and $4,966 as of December 31, 2013 and 2012, respectively, and the funded status of pension benefits would have been $(763) and $(1,114) as of December 31, 2013 and 2012, respectively.
	The accumulated benefit obligation for all defined benefit pension plans was $5,515 and $6,079 as of December 31, 2013 and 2012, respectively.
The following table provides information for The Hartford’s defined benefit pension plans with an accumulated benefit obligation in excess of plan assets.
	As of December 31,
	2013			2012
Projected benefit obligation	$	5,516		$	6,080
Accumulated benefit obligation	5,515			6,079
Fair value of plan assets	4,630			4,850
Amounts recognized in the Consolidated Balance Sheets as of December 31 consist of:
	Pension Benefits						Other Postretirement Benefits
	2013			2012			2013			2012
Other assets	$	—		$	—		$	—		$	—
Other liabilities	886			1,230			99			93
Total	$	886		$	1,230		$	99		$	93
Components of Net Periodic Benefit Cost and Other Amounts Recognized in Other Comprehensive Income (Loss)
Total net periodic benefit cost includes the following components:
	Pension Benefits									Other Postretirement Benefits
	2013			2012			2011			2013			2012			2011
Service cost	$	1		$	92		$	102		$	—		$	2		$	5
Interest cost	238			250			259			11			14			20
Expected return on plan assets	(315		)	(312		)	(298		)	(14		)	(14		)	(14		)
Amortization of prior service credit	—			(9		)	(9		)	(7		)	(4		)	(1		)
Amortization of actuarial loss	59			231			159			2			1			—
Settlements	—			1			—			—			—			—
Curtailment gain due to plan freeze	—			(11		)	—			—			(1		)	—
Net periodic benefit cost	$	(17	)	$	242		$	213		$	(8	)	$	(2	)	$	10
Amounts recognized in other comprehensive income (loss) were as follows:
	Pension Benefits						Other Postretirement Benefits
	2013			2012			2013			2012
Amortization of actuarial loss	$	(59	)	$	(231	)	$	(2	)	$	(1	)
Settlement loss	—			(1		)	—			—
Amortization of prior service credit	—			21			7			(111		)
Net (gain) loss arising during the year	(137		)	477			21			18
Total	$	(196	)	$	266		$	26		$	(94	)
Amounts in accumulated other comprehensive income (loss) on a before tax basis that have not yet been recognized as components of net periodic benefit cost consist of:
	Pension Benefits						Other Postretirement Benefits
	2013			2012			2013			2012
Net loss	$	1,979		$	2,175		$	77		$	58
Prior service credit	—			—			(103		)	(110		)
Total	$	1,979		$	2,175		$	(26	)	$	(52	)
The estimated net loss for the defined benefit pension plans that will be amortized from accumulated other comprehensive income (loss) into net periodic benefit cost during 2014 is $44. The estimated prior service cost for the other postretirement benefit plans that will be amortized from accumulated other comprehensive income (loss) into net periodic benefit cost during 2014 is $(7). The estimated net loss for the other postretirement plans that will be amortized from accumulated other comprehensive income into net periodic benefit cost during 2014 is $3.
Plan Assets
Investment Strategy and Target Allocation
The overall investment strategy of the Plan is to maximize total investment returns to provide sufficient funding for present and anticipated future benefit obligations within the constraints of a prudent level of portfolio risk and diversification. With respect to asset management, the oversight responsibility of the Plan rests with The Hartford’s Pension Fund Trust and Investment Committee composed of individuals whose responsibilities include establishing overall objectives and the setting of investment policy; selecting appropriate investment options and ranges; reviewing the asset allocation mix and asset allocation targets on a regular basis; and monitoring performance to determine whether or not the rate of return objectives are being met and that policy and guidelines are being followed. The Company believes that the asset allocation decision will be the single most important factor determining the long-term performance of the Plan.
The Company’s pension plan and other postretirement benefit plans’ target allocation by asset category is presented in the table below.
			Target Asset Allocation
	Pension Plans				Other Postretirement Plans
	(minimum)		(maximum)		(minimum)		(maximum)
Equity securities	10	%	25	%	15	%	35	%
Fixed income securities	50	%	70	%	65	%	85	%
Alternative assets	10	%	25	%	—	%	—	%
Divergent market performance among different asset classes may, from time to time, cause the asset allocation to deviate from the desired asset allocation ranges. The asset allocation mix is reviewed on a periodic basis. If it is determined that an asset allocation mix rebalancing is required, future portfolio additions and withdrawals will be used, as necessary, to bring the allocation within tactical ranges.
The Company’s pension plan and other postretirement benefit plans’ weighted average asset allocation at December 31, 2013 and 2012 is presented in the table below.
	Percentage of Pension Plans Assets				Percentage of Other Postretirement Plans
	At Fair Value as of December 31,				Assets at Fair Value as of December 31,
	2013		2012		2013		2012
Equity securities	23	%	20	%	31	%	23	%
Fixed income securities	57	%	60	%	68	%	77	%
Alternative Assets	20	%	20	%	1	%	—	%
Total	100	%	100	%	100	%	100	%
The Plan assets are invested primarily in separate portfolios managed by HIMCO, a wholly-owned subsidiary of the Company. These portfolios encompass multiple asset classes reflecting the current needs of the Plan, the investment preferences and risk tolerance of the Plan and the desired degree of diversification. These asset classes include publicly traded equities, bonds and alternative investments and are made up of individual investments in cash and cash equivalents, equity securities, debt securities, asset-backed securities and hedge funds. Hedge fund investments represent a diversified portfolio of partnership investments in absolute-return investment strategies.
In addition, the Company uses U.S. Treasury bond futures contracts and U.S. Treasury STRIPS in a duration overlay program to adjust the duration of Plan assets to better match the duration of the benefit obligation.
Investment Valuation
For further discussion on the valuation of investments, see Note 5.
Pension Plan Assets
The fair values of the Company’s pension plan assets by asset category are as follows:
	Pension Plan Assets at Fair Value as of December 31, 2013
Asset Category	Level 1			Level 2			Level 3			Total
Short-term investments:	$	13		$	364		$	—		$	377
Fixed Income Securities:
Corporate	—			890			12			902
RMBS	—			156			2			158
U.S. Treasuries	10			922			1			933
Foreign government	—			42			4			46
CMBS	—			196			1			197
Other fixed income [1]	—			85			10			95
Equity Securities:
Large-cap domestic	—			514			—			514
Mid-cap domestic	50			—			—			50
Small-cap domestic	50			—			—			50
International	459			1			—			460
Other equities	—			—			—			—
Other investments:
Hedge funds	—			499			361			860
Total pension plan assets at fair value [2]	$	582		$	3,669		$	391		$	4,642
[1]	Includes ABS, municipal bonds, and foreign bonds.
[2]	Excludes approximately $34 of investment payables net of investment receivables that are not carried at fair value. Also excludes approximately $22 of interest receivable carried at fair value.
The fair values of the Company’s pension plan assets by asset category are as follows:
	Pension Plan Assets at Fair Value as of December 31, 2012
Asset Category	Level 1			Level 2			Level 3			Total
Short-term investments:	$	2		$	514		$	—		$	516
Fixed Income Securities:
Corporate	—			908			3			911
RMBS	—			325			3			328
U.S. Treasuries	35			980			—			1,015
Foreign government	—			52			2			54
CMBS	—			166			—			166
Other fixed income [1]	—			77			9			86
Equity Securities:
Large-cap domestic	—			591			—			591
Mid-cap domestic	51			—			—			51
Small-cap domestic	44			—			—			44
International	258			—			—			258
Other equities	—			1			—			1
Other investments:
Hedge funds	—			633			263			896
Total pension plan assets at fair value [2]	$	390		$	4,247		$	280		$	4,917
[1]	Includes ABS and municipal bonds.
[2]	Excludes approximately $76 of investment payables net of investment receivables that are not carried at fair value. Also excludes approximately $9 of interest receivable carried at fair value.
The tables below provide a fair value level 3 rollforward for the years ended December 31, 2013 and 2012 for the Pension Plan Assets for which significant unobservable inputs (Level 3) are used in the fair value measurement on a recurring basis. The Plan classifies the fair value of financial instruments within Level 3 if there are no observable markets for the instruments or, in the absence of active markets, if one or more of the significant inputs used to determine fair value are based on the Plan’s own assumptions. Therefore, the gains and losses in the tables below include changes in fair value due to both observable and unobservable factors.
Pension Plan Asset Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
Assets	Corporate			RMBS			Foreign government			Other fixed income			Hedge funds			Totals
Fair Value as of January 1, 2013	$	3		$	3		$	2		$	9		$	263		$	280
Realized gains/(losses), net	—			—			—			—			(6		)	(6		)
Changes in unrealized gains/(losses), net	—			—			—			(1		)	2			1
Purchases	12			—			2			10			200			224
Sales	(3		)	(1		)	—			(3		)	(79		)	(86		)
Transfers into Level 3	—			—			—			1			36			37
Transfers out of Level 3	—			—			—			(4		)	(55		)	(59		)
Fair Value as of December 31, 2013	$	12		$	2		$	4		$	12		$	361		$	391
During the year ended December 31, 2013, transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.
Pension Plan Asset Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
Assets	Corporate			RMBS			Foreign government			Other fixed income			Hedge funds			Totals
Fair Value as of January 1, 2012	$	3		$	11		$	3		$	4		$	759		$	780
Realized gains/(losses), net	—			(1		)	—			—			17			16
Changes in unrealized gains/(losses), net	1			1			—			—			(2		)	—
Purchases	1			17			1			10			267			296
Sales	(2		)	(25		)	(2		)	(1		)	(106		)	(136		)
Transfers into Level 3	—			—			—			3			—			3
Transfers out of Level 3	—			—			—			(7		)	(672		)	(679		)
Fair Value as of December 31, 2012	$	3		$	3		$	2		$	9		$	263		$	280
During the year ended December 31, 2012, transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs. There was no Company common stock included in the Plan’s assets as of December 31, 2013 and 2012.
The fair value of the Company’s other postretirement plan assets by asset category are as follows:
	Other Postretirement Plan Assets
	at Fair Value as of December 31, 2013
Asset Category	Level 1			Level 2			Level 3			Total
Short-term investments	$	—		$	10		$	—		$	10
Fixed Income Securities:
Corporate	—			55			—			55
RMBS	—			19			—			19
U.S. Treasuries	—			38			—			38
Foreign government	—			1			—			1
CMBS	—			24			—			24
Other fixed income	—			4			—			4
Equity Securities:
Large-cap	—			66			—			66
Total other postretirement plan assets at fair value [1]	$	—		$	217		$	—		$	217
[1] Excludes approximately $5 of investment payables net of investment receivables that are not carried at fair value and
approximately $1 of interest receivable carried at fair value.
The fair value of the Company’s other postretirement plan assets by asset category are as follows:
	Other Postretirement Plan Assets
	at Fair Value as of December 31, 2012
Asset Category	Level 1			Level 2			Level 3			Total
Short-term investments	$	—		$	14		$	—		$	14
Fixed Income Securities:
Corporate	—			65			—			65
RMBS	—			46			—			46
U.S. Treasuries	—			24			—			24
Foreign government	—			1			—			1
CMBS	—			24			—			24
Other fixed income	—			5			—			5
Equity Securities:
Large-cap	—			50			—			50
Total other postretirement plan assets at fair value [1]	$	—		$	229		$	—		$	229
[1] Excludes approximately $10 of investment payables net of investment receivables that are not carried at fair value and
approximately $1 of interest receivable carried at fair value.
There was no Company common stock included in the other postretirement benefit plan assets as of December 31, 2013 and 2012.
Concentration of Risk
In order to minimize risk, the Plan maintains a listing of permissible and prohibited investments. In addition, the Plan has certain concentration limits and investment quality requirements imposed on permissible investment options. Permissible investments include U.S. equity, international equity, alternative asset and fixed income investments including derivative instruments. Derivative instruments include future contracts, options, swaps, currency forwards, caps or floors and will be used to control risk or enhance return but will not be used for leverage purposes.
Securities specifically prohibited from purchase include, but are not limited to: shares or fixed income instruments issued by The Hartford, short sales of any type within long-only portfolios, non-derivative securities involving the use of margin, leveraged floaters and inverse floaters, including money market obligations, natural resource real properties such as oil, gas or timber and precious metals.
Other than U.S. government and certain U.S. government agencies backed by the full faith and credit of the U.S. government, the Plan does not have any material exposure to any concentration risk of a single issuer.
Cash Flows
The following table illustrates the Company’s prior contributions.
Employer Contributions	Pension Benefits			Other Postretirement Benefits
2013	$	101		$	—
2012	$	201		$	—
In 2013, the Company, at its discretion, made $100 in contributions to the U.S. qualified defined benefit pension plan. The Company does not have a 2014 required minimum funding contribution for the U.S. qualified defined benefit pension plan. The Company has not determined whether, and to what extent, contributions may be made to the U. S. qualified defined benefit pension plan in 2014. The Company will monitor the funded status of the U.S. qualified defined benefit pension plan during 2014 to make this determination.
Employer contributions in 2013 and 2012 were made in cash and did not include contributions of the Company’s common stock.
Benefit Payments
The following table sets forth amounts of benefits expected to be paid over the next ten years from the Company’s pension and other postretirement plans as of December 31, 2013:
	Pension Benefits			Other Postretirement Benefits
2014	$	324		$	43
2015	310			40
2016	317			37
2017	324			34
2018	331			32
2019 - 2023	1,740			121
Total	$	3,346		$	307
In addition, the following table sets forth amounts of other postretirement benefits expected to be received under the Medicare Part D Subsidy over the next ten years as of December 31, 2013:
2014	$	3
2015	3
2016	4
2017	4
2018	4
2019 - 2023	22
Total	$	40
Investment and Savings Plan
Substantially all U.S. employees of the Company are eligible to participate in The Hartford Investment and Savings Plan under which designated contributions may be invested in common stock of The Hartford or certain other investments. The Company's contributions include a non-elective contribution of 2.0% of eligible compensation and a dollar-for-dollar matching contribution of up to 6.0% of eligible compensation contributed by the employee each pay period. The Company also maintains a non-qualified savings plan, The Hartford Excess Savings Plan, with the same level of Company contributions, with respect to employee compensation in excess of the limit that can be recognized under the tax-qualified Investment and Savings Plan. Eligible compensation includes overtime and bonuses but is limited to a total, for the Investment and Savings Plan and Excess Savings Plan combined, of $1 annually. The total cost to The Hartford for these plans was approximately $123 for 2013.
Prior to January 1, 2013, the contributions to The Hartford Investment and Savings Plan were matched, up to 3.0% of base salary, by the Company. In 2012, employees who had earnings of less than $110 thousand in the preceding year also received a contribution of 1.5% of base salary and employees who had earnings of $110 thousand or more in the preceding year received a contribution of 0.5% of base salary. The cost to The Hartford for this plan was approximately $58, and $59 for 2012 and 2011, respectively.
Additionally, The Hartford has established defined contribution pension plans for certain employees of the Company’s international subsidiaries. The cost to The Hartford in 2013, 2012, and 2011 for these plans was immaterial.

Stock_Compensation_Plans

Stock Compensation Plans	12 Months Ended
	Dec. 31, 2013
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Stock Compensation Plans	'
	Stock Compensation Plans
	The Company has four stock-based compensation plans which are described below. Shares issued in satisfaction of stock-based compensation may be made available from authorized but unissued shares, shares held by the Company in treasury or from shares purchased in the open market. In 2013 and 2012, the Company issued shares from treasury in satisfaction of stock-based compensation.
		For the year ended December 31,
		2013			2012			2011
	Stock-based compensation plans expense	$	69		$	95		$	53
	Income tax benefit	(24		)	(33		)	(19		)
	Total stock-based compensation plans expense, after-tax	$	45		$	62		$	34
	The Company did not capitalize any cost of stock-based compensation. As of December 31, 2013, the total compensation cost related to non-vested awards not yet recognized was $105, which is expected to be recognized over a weighted average period of 2.2 years.
	Stock Plan
	The Hartford 2010 Incentive Stock Plan (the "2010 Stock Plan") provides for awards to be granted in the form of non-qualified or incentive stock options qualifying under Section 422 of the Internal Revenue Code, stock appreciation rights, performance shares, restricted stock or restricted stock units, or any other form of stock-based award. The aggregate number of shares of stock which may be awarded is subject to a maximum limit of 18,000,000 shares applicable to all awards for the ten-year duration of the 2010 Stock Plan. If any award under the prior The Hartford Incentive Stock Plan (as approved by the Company’s shareholders in 2000) or under the prior The Hartford 2005 Incentive Stock Plan (as approved by the Company’s shareholders in 2005) that was outstanding as of March 31, 2010, is forfeited, terminated, surrendered, exchanged, expires unexercised, or is settled in cash in lieu of stock (including to effect tax withholding) or for the net issuance of a lesser number of shares than the number subject to the award, the shares of stock subject to such award (or the relevant portion thereof) shall be available for awards under the 2010 Stock Plan and such shares shall be added to the maximum limit. As of December 31, 2013, there were 8,143,264 shares available for future issuance.
	The fair values of awards granted under the 2010 Stock Plan are measured as of the grant date and expensed ratably over the awards’ vesting periods, generally 3 years. For stock option awards granted or modified in 2006 and later, the Company began expensing awards to retirement-eligible employees immediately or over a period shorter than the stated vesting period because the employees receive accelerated vesting upon retirement and therefore the vesting period is considered non-substantive. Awards granted prior to October 2013 provide for accelerated vesting upon a change of control of the Company as defined in the 2010 Stock Plan; awards granted in October 2013 or later do not provide for accelerated vesting upon a change of control so long as the awards are assumed or replaced with substantially equivalent awards, in which case vesting is accelerated if an employee is terminated without cause, or terminates for good reason, within two years of the change of control.
	Stock Option Awards
	Under the 2010 Stock Plan, all options granted have an exercise price at least equal to the market price of the Company’s common stock on the date of grant, and an option’s maximum term is not to exceed 10 years. Under the 2010 Stock Plan, options will generally become exercisable as determined at the time of grant. For any year, no individual employee may receive an award of options for more than 2,000,000 shares under the 2010 Stock Plan. Under the 2005 Stock Plan, certain options become exercisable over a three year period commencing one year from the date of grant, while certain other options become exercisable at the later of three years from the date of grant or upon specified market appreciation of the Company’s common shares.
	The Company uses a hybrid lattice/Monte-Carlo based option valuation model (the “valuation model”) that incorporates the possibility of early exercise of options into the valuation. The valuation model also incorporates the Company’s historical termination and exercise experience to determine the option value.
	The valuation model incorporates ranges of assumptions for inputs, and therefore, those ranges are disclosed below. The term structure of volatility is generally constructed utilizing implied volatilities from exchange-traded options, CPP warrants related to the Company’s stock, historical volatility of the Company’s stock and other factors. The Company uses historical data to estimate option exercise and employee termination within the valuation model, and accommodates variations in employee preference and risk-tolerance by segregating the grantee pool into a series of behavioral cohorts and conducting a fair valuation for each cohort individually. The expected term of options granted is derived from the output of the option valuation model and represents, in a mathematical sense, the period of time that options are expected to be outstanding. The risk-free rate for periods within the contractual life of the option is based on the U.S. Constant Maturity Treasury yield curve in effect at the time of grant.
		For the year ended December 31,
		2013				2012
	Expected dividend yield	1.70%				1.30%
	Expected annualized spot volatility	31.1	%	-	48.10%	38.6	%	-	51.50%
	Weighted average annualized volatility	47.30%				51.40%
	Risk-free spot rate	0.1	%	-	1.90%	0.1	%	-	2.00%
	Expected term	5.0 years				5.2 years
	A summary of the status of non-qualified stock options included in the Company’s Stock Plans as of December 31, 2013
	and changes during the year then ended is presented below:
		Number of Options		Weighted			Weighted	Aggregate
		(in thousands)		Average			Average	Intrinsic Value
				Exercise Price			Remaining
							Contractual
							Term
	Outstanding at beginning of year	4,537		$	38.42		5.2 years	$	—
	Granted	1,287		24.15
	Exercised	(405	)	16.36
	Forfeited	(364	)	41.19
	Expired	(521	)	37.65
	Outstanding at end of year	4,534		36.34			6.2 years	$	—
	Outstanding, fully vested and expected to vest	4,389		36.78			6.2 years	$	—
	Exercisable at end of year	2,188		$	50.03		3.8 years	$	—
	The weighted average grant-date fair value of options granted during the years ended 2013, 2012, and 2011 was $7.78, $7.41 and 10.76, respectively. The total intrinsic value of options exercised during the years ended 2013, 2012 and 2011 was $5, $4, and $2, respectively.
	Share Awards
	Share awards are valued equal to the market price of the Company’s common stock on the date of grant. Share awards granted under the Stock Plans and outstanding include restricted stock units, restricted stock and performance shares. Generally, restricted stock units vest at or over three years. Restricted stock awards are granted to non employee directors and generally vest in one year. Performance shares become payable within a range of 0% to 200% of the number of shares initially granted based upon the attainment of specific performance goals achieved over a specified period, generally three years. The maximum award of restricted stock units, restricted stock or performance shares for any individual employee in any year under the 2010 Stock Plan is 500,000 shares or units.
	A summary of the status of the Company’s non-vested share awards as of December 31, 2013, and changes during the year ended December 31, 2013, is presented below:
	Non-vested Shares	Shares (in thousands)		Weighted-Average Grant-Date Fair Value
	Non-vested at beginning of year	6,991		$	22.98
	Granted	4,291		26.61
	Vested	(1,511	)	25.54
	Forfeited	(1,228	)	22.86
	Non-vested at end of year	8,543		$	24.37
	The total fair value of shares vested during the years ended December 31, 2013, 2012 and 2011 was $42, $20 and $20, respectively, based on estimated performance factors. The Company did not make cash payments in settlement of stock compensation during the years ended December 31, 2013, 2012 and 2011.
	Restricted Unit awards
	In 2010 and 2009, The Hartford issued restricted units as part of The Hartford’s 2005 Stock Plan. Restricted stock unit awards under the plan have historically been settled in shares, but under this award will be settled in cash and are thus referred to as “Restricted Units”. The economic value recipients will ultimately realize will be identical to the value that would have been realized if the awards had been settled in shares, i.e., upon settlement, recipients will receive cash equal to The Hartford’s share price multiplied by the number of restricted units awarded. Because Restricted Units will be settled in cash, the awards are remeasured at the end of each reporting period until settlement. Awards granted in 2009 vested after a three year period. Awards granted in 2010 include both graded and cliff vesting restricted units which vest over a three year period. The graded vesting attribution method is used to recognize the expense of the award over the requisite service period. For example, the graded vesting attribution method views one three-year grant with annual graded vesting as three separate sub-grants, each representing one third of the total number of awards granted. The first sub-grant vests over one year, the second sub-grant vests over two years and the third sub-grant vests over three years.
	There were no restricted units awarded for 2013 or 2012. As of December 31, 2013 and 2012, 27 thousand and 832 thousand restricted units were outstanding, respectively.
	Deferred Stock Unit Plan
	Effective July 31, 2009, the Compensation and Management Development Committee of the Board authorized The Hartford Deferred Stock Unit Plan (“Deferred Stock Unit Plan”), and, on October 22, 2009, it was amended. The Deferred Stock Unit Plan provides for contractual rights to receive cash payments based on the value of a specified number of shares of stock. The Deferred Stock Unit Plan provides for two award types, Deferred Units and Restricted Units. Deferred Units are earned ratably over a year, based on the number of regular pay periods occurring during such year. Deferred Units are credited to the participant's account on a quarterly basis based on the market price of the Company’s common stock on the date of grant and are fully vested at all times. Deferred Units credited to employees prior to January 1, 2010 (other than senior executive officers hired on or after October 1, 2009) are not paid until after two years from their grant date. Deferred Units credited on or after January 1, 2010 (and any credited to senior executive officers hired on or after October 1, 2009) are paid in three equal installments after the first, second and third anniversaries of their grant date. Restricted Units are intended to be incentive compensation and, unlike Deferred Units, vest over time, generally three years, and are subject to forfeiture. The Deferred Stock Unit Plan is structured consistent with the limitations and restrictions on employee compensation arrangements imposed by the Emergency Economic Stabilization Act of 2008 and the TARP Standards for Compensation and Corporate Governance Interim Final Rule issued by the U.S. Department of Treasury on June 10, 2009.
	There were no deferred stock units awarded in 2013 or 2012.
	A summary of the status of the Company’s non-vested awards under the Deferred Stock Unit Plan as of December 31, 2013, is presented below:
	Non-vested Units	Restricted Units (in thousands)		Weighted-Average Grant-Date Fair Value
	Non-vested at beginning of year	309		25.08
	Granted	—		—
	Vested	(306	)	25.04
	Forfeited	(3	)	28.99
	Non-vested at end of year	—		$	—
	Subsidiary Stock Plan
	In 2013 The Hartford established a subsidiary stock-based compensation plan similar to The Hartford 2010 Incentive Stock Plan except that it awards non-public subsidiary stock as compensation. The Company recognized stock-based compensation plans expense of $1 in the year ended December 31, 2013 for the subsidiary stock plan. Upon employee vesting of subsidiary stock, the Company will recognize a noncontrolling equity interest. Employees will be restricted from selling vested subsidiary stock to other than the Company and the Company will have discretion on the amount of stock to repurchase. Therefore the subsidiary stock will be classified as equity because it is not mandatorily redeemable.
Employee Stock Purchase Plan
In 1996, the Company established The Hartford Employee Stock Purchase Plan (“ESPP”). Under this plan, eligible employees of The Hartford purchase common stock of the Company at a discount rate of 5% of the market price per share on the last trading day of the offering period. In 2009 and prior years, eligible employees of The Hartford purchased common stock of the Company at a 15% discount from the lower of the closing market price at the beginning or end of the offering period. Employees purchase a variable number of shares of stock through payroll deductions elected as of the beginning of the offering period. The Company may sell up to 15,400,000 shares of stock to eligible employees under the ESPP. As of December 31, 2013, there were 5,476,032 shares available for future issuance. During the years ended 2013, 2012 and 2011, 321,723, 688,655, and 768,380 shares were sold, respectively. The weighted average per share fair value of the discount under the ESPP was $1.52, $1.00 and $1.03 during the years ended 2013 , 2012 and 2011, respectively. In 2013, 2012, and 2011, the fair value is estimated based on the 5% discount off the market price per share on the last trading day of the offering period.
Additionally, The Hartford has established employee stock purchase sub-plans for certain employees of the Company's international subsidiaries. Under these sub-plans, participants may purchase common stock of The Hartford at a fixed price. The activity under these programs is not material.

Discontinued_Operations

Discontinued Operations	12 Months Ended
	Dec. 31, 2013
Discontinued Operations and Disposal Groups [Abstract]	'
Discontinued Operations	'
	Business Dispositions
	Discontinued Operations
	On December 12, 2013, the Company completed the sale of HLIL, an indirect wholly-owned subsidiary. For further information regarding the sale of HLIL, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.
	On November 1, 2011, the Company completed a merger with CenterState Banks, Inc. (“CBI”), pursuant to which Federal Trust Corporation (“FTC”), a wholly owned subsidiary of the Company, was merged with and into CBI, and Federal Trust Bank (“FTB”), a federally chartered, FDIC-insured thrift and wholly owned subsidiary of FTC, was merged with and into CenterState Bank of Florida, N.A. (“CenterState Bank”), a wholly owned subsidiary of CBI. The Company recorded an after-tax charge of $74 to net realized capital losses in the second quarter of 2011 for the estimated loss on disposal, including the write off of remaining goodwill of $10, after-tax, and losses on certain FTC and FTB assets and liabilities, which were not transferred to CenterState Bank. Upon final closing with CBI, the Company recorded a benefit of $6, after tax, in the fourth quarter of 2011 related to the divestiture.
	In the first quarter of 2011, the Company completed the sale of its wholly-owned subsidiary Specialty Risk Services (“SRS”) and recorded a net realized capital gain of $150, after-tax. SRS is a third-party claims administration business that provides self-insured, insured, and alternative market clients with customized claims services.
	The following table summarizes the amounts related to discontinued operations in the Consolidated Statements of Operations.
		For the years ended December 31,
		2013			2012			2011
	Revenues
	Earned premiums	$	4		$	—		$	—
	Fee income and other	13			46			50
	Net investment income (loss)
	Securities available-for-sale and other	(3		)	10			26
	Equity securities, trading	140			201			(14		)
	Total Net Investment Income	137			211			12
	Net realized capital losses	(49		)	33			75
	Other revenues	—			—			48
	Total revenues	105			290			185
	Benefits, losses and expenses
	Benefits, losses and loss adjustment expenses	2			2			(2		)
	Benefits, losses and loss adjustment expenses - returns credited on international variable annuities	140			201			(14		)
	Amortization of DAC	—			—			—
	Insurance operating costs and other expenses	23			39			95
	Total benefits, losses and expenses	165			242			79
	Income (loss) before income taxes	(60		)	48			106
	Income tax expense (benefit)	(28		)	(15		)	49
	Income (loss) from operations of discontinued operations, net of tax	(32		)	63			57
	Net realized capital gain (loss) on disposal, net of tax [1]	(102		)	(1		)	82
	Income (loss) from discontinued operations, net of tax	$	(134	)	$	62		$	139
	[1] Includes an income tax benefit of $219 on the sale of HLIL for the year ended December 31, 2013.

Restructuring_Severance_and_Ot

Restructuring, Severance and Other Costs	12 Months Ended																															35 Months Ended
	Dec. 31, 2013															Dec. 31, 2012																Dec. 31, 2013
Restructuring, Severance and Other Costs [Abstract]	'															'																'
Restructuring, Severance and Other Costs	'															'																'291
																Restructuring and Other Costs
																As a result of a strategic business realignment announced in 2012, the Company is currently focusing on its Property & Casualty, Group Benefits and Mutual Fund businesses. In addition, the Company implemented restructuring activities in 2011 across several areas aimed at reducing overall expense levels. The Company intends to substantially complete the related restructuring activities over the next 24 months. For related discussion of the Company's business disposition transactions, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.
		For the year ended December 31, 2013														Termination benefits related to workforce reductions and lease and other contract terminations have been accrued through December 31, 2013. Additional costs, mainly severance benefits and other related costs and professional fees, expected to be incurred subsequent to December 31, 2013, and asset impairment charges, if any, will be expensed in the period incurred as appropriate.
																In 2013, the Company initiated a plan to consolidate its real estate operations in Connecticut, including the intention to exit certain facilities and relocate employees. The consolidation of real estate in Connecticut is consistent with the Company's strategic business realignment and follows the completion of sales of the Retirement Plans and Individual Life businesses. Asset related charges will be incurred over the remaining estimated useful life of facilities, and relocation and other maintenance charges will be recognized as incurred. The program costs will be recognized in the Corporate category for segment reporting.
		Severance Benefits and Related Costs			Professional Fees			Asset impairment charges			Contract Termination and Other Charges		Total Restructuring and Other Costs			Restructuring and other costs of approximately $291, before tax have been incurred by the Company to date in connection with these activities. The Company's estimate of and actual costs incurred for restructuring activities may differ from its current estimate as the Company executes on its operational and strategic initiatives.
																Estimated restructuring and other costs, including costs incurred to date, as of December 31, 2013 are as follows:
	Balance, beginning of period	$	70		$	—		$	—		$	—	$	70
	Accruals/provisions	22			19			20			6		67			Property & Casualty Commercial	$	6
	Payments/write-offs	(70		)	(19		)	(20		)	—		(109		)	Consumer Markets	3
	Balance, end of period	$	22		$	—		$	—		$	6	$	28		Group Benefits	1
																Mutual Funds	4
																Talcott Resolution	69
																Corporate	264
																Total estimated restructuring and other costs	$	347
																Restructuring and other costs, pre-tax incurred in connection with these activities are as follows:
																	For the Years Ended December 31,
																	2013			2012			2011
																Severance benefits	$	22		$	148		$	17
																Professional fees	19			44			—
																Asset impairment charges	20			5			—
																Contract termination and other charges	6			2			8
																Total restructuring and other costs	$	67		$	199		$	25
																Restructuring and other costs costs, included in insurance operating costs and other expenses in the Consolidated Statements of Operations for each reporting segment, as well as the Corporate category are as follows:
																	For the Years Ended December 31,
																	2013			2012			2011
																Property & Casualty Commercial	$	1		$	5		$	—
																Consumer Markets	—			1			—
																Group Benefits	—			1			—
																Mutual Funds	1			3			—
																Talcott Resolution	1			68			—
																Corporate	64			121			25
																Total restructuring and other costs	$	67		$	199		$	25
																Changes in the accrued restructuring and other costs liability balance included in other liabilities in the Consolidated Balance Sheets are as follows:
																	For the year ended December 31, 2013
																	Severance Benefits and Related Costs			Professional Fees			Asset impairment charges			Contract Termination and Other Charges			Total Restructuring and Other Costs
																Balance, beginning of period	$	70		$	—		$	—		$	—		$	70
																Accruals/provisions	22			19			20			6			67
																Payments/write-offs	(70		)	(19		)	(20		)	—			(109		)
																Balance, end of period	$	22		$	—		$	—		$	6		$	28
																	For the year ended December 31, 2012
																	Severance Benefits and Related Costs			Professional Fees			Asset impairment charges			Contract Termination and Other Charges			Total Restructuring and Other Costs
																Balance, beginning of period	$	12		$	—		$	—		$	5		$	17
																Accruals/provisions	148			44			5			2			199
																Payments/write-offs	(90		)	(44		)	(5		)	(7		)	(146		)
																Balance, end of period	$	70		$	—		$	—		$	—		$	70

Schedule_I_Summary_of_Investme

Schedule I Summary of Investments - Other Than Investments in Affiliates	12 Months Ended
	Dec. 31, 2013
Summary of Investments, Other than Investments in Related Parties [Abstract]	'
Summary of Investments - Other Than Investments in Affiliates	'
	SUMMARY OF INVESTMENTS — OTHER THAN INVESTMENTS IN AFFILIATES
	(In millions)
		As of December 31, 2013
	Type of Investment	Cost		Fair Value		Amount at
						which shown on Balance Sheet
	Fixed Maturities
	Bonds and notes
	U.S. government and government agencies and authorities (guaranteed and sponsored)	$	8,231	$	8,208	$	8,208
	States, municipalities and political subdivisions	11,932		12,173		12,173
	Foreign governments	4,228		4,104		4,104
	Public utilities	5,605		5,940		5,940
	All other corporate bonds	21,408		22,550		22,550
	All other mortgage-backed and asset-backed securities	9,237		9,382		9,382
	Total fixed maturities, available-for-sale	60,641		62,357		62,357
	Fixed maturities, at fair value using fair value option	958		844		844
	Total fixed maturities	61,599		63,201		63,201
	Equity Securities
	Common stocks
	Industrial, miscellaneous and all other	485		523		523
	Non-redeemable preferred stocks	365		345		345
	Total equity securities, available-for-sale	850		868		868
	Equity securities, trading	14,504		19,745		19,745
	Total equity securities	15,354		20,613		20,613
	Mortgage loans	5,598		5,641		5,598
	Policy loans	1,420		1,480		1,420
	Investments in partnerships and trusts	3,040		3,040		3,040
	Futures, options and miscellaneous	1,150		521		521
	Short-term investments	4,017		4,008		4,008
	Total investments	$	92,178	$	98,504	$	98,401

Schedule_II_Condensed_Financia

Schedule II Condensed Financial Information of The Hartford Financial Services Group, Inc. (Registrant)	12 Months Ended
	Dec. 31, 2013
Condensed Financial Information of Parent Company Only Disclosure [Abstract]	'
Condensed Financial Information of The Hartford Financial Services Group, Inc. Registrant	'
	CONDENSED FINANCIAL INFORMATION OF THE HARTFORD FINANCIAL SERVICES GROUP, INC.
	(Registrant)
	(In millions)
		As of December 31,
	Condensed Balance Sheets	2013			2012
	Assets
	Fixed maturities, available-for-sale, at fair value	$	1,064		$	542
	Other investments	17			23
	Short-term investments	801			825
	Investment in affiliates	23,353			28,104
	Deferred income taxes	1,227			1,317
	Unamortized Issue Costs	51			60
	Other assets	45			30
	Total assets	$	26,558		$	30,901
	Liabilities and Stockholders’ Equity
	Net payable to affiliates [1]	$	407		$	267
	Short-term debt (includes current maturities of long-term debt)	200			320
	Long-term debt	5,964			6,566
	Other liabilities	1,082			1,301
	Total liabilities	7,653			8,454
	Total stockholders’ equity	18,905			22,447
	Total liabilities and stockholders’ equity	$	26,558		$	30,901
		For the years ended December 31,
	Condensed Statements of Operations and Comprehensive Income	2013			2012			2011
	Net investment income	$	10		$	3		$	2
	Net realized capital losses	(7		)	(6		)	(5		)
	Total revenues	3			(3		)	(3		)
	Interest expense	384			439			490
	Other expenses	178			926			(41		)
	Total expenses	562			1,365			449
	Loss before income taxes and earnings of subsidiaries	(559		)	(1,368		)	(452		)
	Income tax benefit	(187		)	(482		)	(154		)
	Loss before earnings of subsidiaries	(372		)	(886		)	(298		)
	Earnings of subsidiaries	548			848			1,010
	Net income (loss)	176			(38		)	712
	Other comprehensive income (loss) - parent company:
	Change in net gain/loss on cash-flow hedging instruments	(11		)	—			—
	Change in net unrealized gain/loss on securities	(13		)	1			—
	Change in pension and other postretirement plan adjustments	127			(172		)	(57		)
	Other comprehensive loss, net of taxes before other comprehensive income of subsidiaries	103			(171		)	(57		)
	Other comprehensive income of subsidiaries	2,819			1,763			2,298
	Total other comprehensive income	2,922			1,592			2,241
	Total comprehensive income	$	2,746		$	1,554		$	2,953
	[1]	Pursuant to an intercompany note agreement between White River Life Reinsurance Company ("WRR"), an affiliate captive reinsurer, and the Company, WRR may borrow up to $1 billion from the Company in order to maintain certain statutory capital levels required by its plan of operations and which can be used by WRR to settle outstanding intercompany payables with Hartford Life and Annuity Insurance Company, an indirect wholly-owned subsidiary of the Company. As of December 31, 2013, WRR has borrowed $655 under this intercompany note agreement.
	THE HARTFORD FINANCIAL SERVICES GROUP, INC.
	SCHEDULE II
	CONDENSED FINANCIAL INFORMATION OF THE HARTFORD FINANCIAL SERVICES GROUP, INC. (continued)
	(Registrant)
	(In millions)
		For the years ended December 31,
	Condensed Statements of Cash Flows	2013			2012			2011
	Operating Activities
	Net income	$	176		$	(38	)	$	712
	Loss on extinguishment of debt	176			910			—
	Undistributed earnings of subsidiaries	(549		)	(847		)	(1,011		)
	Change in operating assets and liabilities	1,170			770			625
	Cash provided by operating activities	973			795			326
	Investing Activities
	Net sales of short-term investments	(454		)	213			432
	Capital contributions to subsidiaries	1,211			(334		)	(126		)
	Cash provided by (used for) investing activities	757			(121		)	306
	Financing Activities
	Proceeds from issuance of long-term debt	295			2,123			—
Repurchase of warrants	(33		)	(300		)	—
Repayments of long-term debt	(1,190		)	(2,133		)	(400		)
Treasury stock acquired	(600		)	(154		)	(46		)
Proceeds from net issuances of common shares under incentive and stock compensation plans and excess tax benefits	20			7			9
Dividends paid — Preferred shares	(21		)	(42		)	(42		)
Dividends paid — Common Shares	(201		)	(175		)	(153		)
Cash used for financing activities	(1,730		)	(674		)	(632		)
Net change in cash	—			—			—
Cash — beginning of year	—			—			—
Cash — end of year	$	—		$	—		$	—
Supplemental Disclosure of Cash Flow Information
Interest Paid	$	366		$	443		$	483
Dividends Received from Subsidiaries	$	1,096		$	1,026		$	976

Schedule_III_Supplementary_Ins

Schedule III Supplementary Insurance Information Supplementary Insurance Information	12 Months Ended
	Dec. 31, 2013
Supplementary Insurance Information [Abstract]	'
Supplementary Insurance Information	'
	SUPPLEMENTARY INSURANCE INFORMATION
	(In millions)
		Segment	Deferred Policy			Future Policy Benefits,			Unearned Premiums			Other
			Acquisition Costs			Unpaid Losses and Loss Adjustment Expenses						Policyholder
			and Present									Funds and Benefits Payable
			Value of Future Profits
		As of December 31, 2013
		Property & Casualty Commercial	$	404		$	16,293		$	3,188		$	—
		Consumer Markets	145			1,864			1,858			—
		Property & Casualty Other Operations	—			3,548			1			—
		Group Benefits	41			6,547			65			188
		Mutual Funds	19			—			—			—
		Talcott Resolution	1,552			13,122			112			58,571
		Corporate	—			(1		)	1			4
		Consolidated	$	2,161		$	41,373		$	5,225		$	58,763
		As of December 31, 2012
		Property & Casualty Commercial	$	407		$	16,020		3,170			—
		Consumer Markets	141			1,926			1,799			—
		Property & Casualty Other Operations	—			3,771			1			—
		Group Benefits	43			6,791			68			228
		Mutual Funds	22			—			—			—
		Talcott Resolution	5,112			12,485			106			70,669
		Corporate	—			(1		)	1			4
		Consolidated	$	5,725		$	40,992		$	5,145		$	70,901
	Segment	Earned			Net			Benefits, Losses			Amortization of			Insurance		Net Written Premiums [2]
		Premiums,			Investment Income (Loss)			and Loss			Deferred Policy			Operating
		Fee Income and Other						Adjustment Expenses			Acquisition Costs			Costs and
											and Present			Other
											Value of Future Profits			Expenses [1]
	For the year ended December 31, 2013
	Property & Casualty Commercial	$	6,315		$	984		$	4,085		$	905		$	1,190	6,208
	Consumer Markets	3,823			145			2,580			332			761		3,719
	Property & Casualty Other Operations	—			141			148			—			27		2
	Group Benefits	3,330			390			2,518			33			964		—
	Mutual Funds	678			—			—			39			521		—
	Talcott Resolution	2,148			7,736			7,677			1,392			2,244		—
	Corporate	12			27			—			—			757		—
	Consolidated	$	16,306		$	9,423		$	17,008		$	2,701		$	6,464	$	9,929
	For the year ended December 31, 2012
	Property & Casualty Commercial	6,361			924			4,575			927			1,139		6,209
	Consumer Markets	3,791			159			2,630			332			769		3,630
	Property & Casualty Other Operations	(2		)	149			65			—			28		8
	Group Benefits	3,810			405			3,029			33			1,033		—
	Mutual Funds	599			(3		)	—			35			452		—
	Talcott Resolution	3,548			6,926			7,312			661			1,833		—
	Corporate	168			31			—			—			1,850		—
	Consolidated	18,275			8,591			17,611			1,988			7,104		9,847
	For the year ended December 31, 2011
	Property & Casualty Commercial	6,224			910			4,584			917			1,170		6,176
	Consumer Markets	3,903			187			2,886			337			871		3,675
	Property & Casualty Other Operations	—			151			317			—			24		1
	Group Benefits	4,147			411			3,306			35			1,121		—
	Mutual Funds	649			(3		)	—			47			448		—
	Talcott Resolution	3,909			1,239			2,192			1,108			1,463		—
	Corporate	209			23			(3		)	—			710		—
	Consolidated	19,041			2,918			13,282			2,444			5,807		9,852
	[1]	Includes interest expense, goodwill impairment, loss on extinguishment of debt, and reinsurance loss on disposition.
	[2]	Excludes life insurance pursuant to Regulation S-X.

Schedule_IV_Reinsurance

Schedule IV Reinsurance	12 Months Ended
	Dec. 31, 2013
Supplemental Schedule of Reinsurance Premiums for Insurance Companies [Abstract]	'
Reinsurance	'
	REINSURANCE
	(In millions)
		Gross		Ceded to Other		Assumed		Net		Percentage
		Amount		Companies		From Other		Amount		of Amount
						Companies				Assumed
										to Net
	For the year ended December 31, 2013
	Life insurance in-force	$	883,387	$	278,059	$	49,789	$	655,117	8	%
	Insurance revenues
	Property and casualty insurance	$	10,494	871		241		9,864		2	%
	Life insurance and annuities	6,182		1,718		80		4,544		2	%
	Accident and health insurance	1,616		62		58		1,612		4	%
	Total insurance revenues	$	18,292	$	2,651	$	379	$	16,020	2	%
	For the year ended December 31, 2012
	Life insurance in-force	$	946,160	$	137,719	$	48,032	$	856,473	6	%
	Insurance revenues
	Property and casualty insurance	$	10,484	796		205		9,893		2	%
	Life insurance and annuities	6,572		458		69		6,183		1	%
	Accident and health insurance	1,928		66		68		1,930		4	%
	Total insurance revenues	$	18,984	$	1,320	$	342	$	18,006	2	%
	For the year ended December 31, 2011
	Life insurance in-force	$	992,921	$	139,590	$	47,365	$	900,696	5	%
	Insurance revenues
	Property and casualty insurance	$	10,337	688		225		9,874		2	%
	Life insurance and annuities	7,170		463		71		6,778		1	%
	Accident and health insurance	2,122		61		63		2,124		3	%
	Total insurance revenues	$	19,629	$	1,212	$	359	$	18,776	2	%

Valuation_and_Qualifying_Accou

Valuation and Qualifying Accounts	12 Months Ended
	Dec. 31, 2013
Valuation and Qualifying Accounts [Abstract]	'
Valuation and Qualifying Account	'
	VALUATION AND QUALIFYING ACCOUNTS
	(In millions)
		Balance		Charged to			Translation		Write-offs/			Balance
		January 1,		Costs and			Adjustment		Payments/			December 31,
				Expenses					Other
	2013
	Allowance for doubtful accounts and other	$	117	$	56		$	—	$	(48	)	$	125
	Allowance for uncollectible reinsurance	268		(1		)	2		(25		)	244
	Valuation allowance on mortgage loans	68		2			—		(3		)	67
	Valuation allowance for deferred taxes	58		(2		)	—		(52		)	4
	2012
	Allowance for doubtful accounts and other	$	119	$	44		$	—	$	(46	)	$	117
	Allowance for uncollectible reinsurance	290		10			—		(32		)	268
	Valuation allowance on mortgage loans	102		(14		)	—		(20		)	68
	Valuation allowance for deferred taxes	83		(25		)	—		—			58
	2011
	Allowance for doubtful accounts and other	$	119	$	45		$	—	$	(45	)	$	119
	Allowance for uncollectible reinsurance	290		5			—		(5		)	290
	Valuation allowance on mortgage loans	155		26			—		(79		)	102
	Valuation allowance for deferred taxes	165		(82		)	—		—			83

Schedule_VI_Supplemental_Infor

Schedule VI Supplemental Information Concerning Property and Casualty Insurance Operations	12 Months Ended
	Dec. 31, 2013
Supplemental Information for Property, Casualty Insurance Underwriters [Abstract]	'
Supplemental Information Concerning Property and Casualty Insurance Operations	'
	SUPPLEMENTAL INFORMATION CONCERNING
	PROPERTY AND CASUALTY INSURANCE OPERATIONS
	(In millions)
		Discount		Losses and Loss Adjustment					Paid Losses and
		Deducted From Liabilities [1]		Expenses Incurred Related to:					Loss Adjustment Expenses
				Current Year		Prior Year
	Years ended December 31,
	2013	$	553	$	6,621	$	192		$	6,826
	2012	$	538	$	7,274	$	(4	)	$	7,098
	2011	$	542	$	7,420	$	367		$	7,218
	[1]	Reserves for permanently disabled claimants and certain structured settlement contracts that fund loss run-offs have been discounted using the weighted average interest rates of 3.5%, 4.0%, and 4.4% for 2013, 2012, and 2011, respectively.

Basis_of_Presentation_and_Acco1

Basis of Presentation and Accounting Policies (Policies)	12 Months Ended
	Dec. 31, 2013
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Basis of Presentation	'
	The Hartford Financial Services Group, Inc. is a holding company for insurance and financial services subsidiaries that provide investment products and life and property and casualty insurance to both individual and business customers in the United States (collectively, “The Hartford”, the “Company”, “we” or “our”). In 2012, The Hartford concluded an evaluation of its strategy and business portfolio. The Company is currently focusing on its Property & Casualty, Group Benefits and Mutual Fund businesses. Also, the Company continues to administer life and annuity products previously sold.
	On January 1, 2013, the Company completed the sale of its Retirement Plans business to Massachusetts Mutual Life Insurance Company ("MassMutual") and on January 2, 2013 the Company completed the sale of its Individual Life insurance business to The Prudential Insurance Company of America ("Prudential"), a subsidiary of Prudential Financial, Inc. For further discussion of these and other transactions, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.
	On December 12, 2013, the Company completed the sale of Hartford Life International Limited ("HLIL"), an indirect wholly-owned subsidiary. For further discussion of this transaction, see Note 2 - Business Dispositions and Note 20 - Discontinued Operations of Notes to Consolidated Financial Statements.
	The Consolidated Financial Statements have been prepared on the basis of accounting principles generally accepted in the United States of America (“U.S. GAAP”), which differ materially from the accounting practices prescribed by various insurance regulatory authorities.
Consolidation	'
	The Consolidated Financial Statements include the accounts of The Hartford Financial Services Group, Inc., companies in which the Company directly or indirectly has a controlling financial interest and those variable interest entities (“VIEs”) in which the Company is required to consolidate. Entities in which the Company has significant influence over the operating and financing decisions but are not required to consolidate are reported using the equity method. For further discussions on VIEs see Note 6 of the Notes to Consolidated Financial Statements. All intercompany transactions and balances between The Hartford and its subsidiaries and affiliates have been eliminated.
Discontinued Operations	'
	The results of operations of a component of the Company that either has been disposed of or is classified as held-for-sale are reported in discontinued operations if the operations and cash flows of the component have been or will be eliminated from the ongoing operations of the Company as a result of the disposal transaction and the Company will not have any significant continuing involvement in the operations of the component after the disposal transaction.
	The Company is presenting as discontinued operations certain businesses that meet the criteria for reporting as discontinued operations. Amounts for prior periods have been retrospectively reclassified. See Note 20 of the Notes to Consolidated Financial Statements for information on the specific subsidiaries and related impacts.
Use of Estimates	'
	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 the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates.
	The most significant estimates include those used in determining property and casualty insurance product reserves, net of reinsurance; estimated gross profits used in the valuation and amortization of assets and liabilities associated with variable annuity and other universal life-type contracts; evaluation of other-than-temporary impairments on available-for-sale securities and valuation allowances on investments; living benefits on annuity contracts required to be fair valued; goodwill impairment; valuation of investments and derivative instruments; pension and other postretirement benefit obligations (see Note 18); valuation allowance on deferred tax assets; and contingencies relating to corporate litigation and regulatory matters (see Note 13). The related accounting policies are summarized in the Significant Accounting Policies section of this footnote unless indicated otherwise herein. Certain of these estimates are particularly sensitive to market conditions, and deterioration and/or volatility in the worldwide debt or equity markets could have a material impact on the Consolidated Financial Statements.
Mutual Funds	'
	The Company maintains a mutual fund operation whereby the Company provides investment management, administrative and distribution services to The Hartford-sponsored mutual funds (collectively, “mutual funds”). These mutual funds are registered with the Securities and Exchange Commission (“SEC”) under the Investment Company Act of 1940. The mutual funds are owned by the shareholders of those funds and not by the Company. As such, the mutual fund assets and liabilities and related investment returns are not reflected in the Company’s Consolidated Financial Statements since they are not assets, liabilities and operations of the Company.
Reclassifications	'
	Certain reclassifications have been made to prior year financial information to conform to the current year presentation.
Revenue Recognition	'
	Property and casualty insurance premiums are earned on a pro rata basis over the lives of the policies and include accruals for ultimate premium revenue anticipated under auditable and retrospectively rated policies. Unearned premiums represent the premiums applicable to the unexpired terms of policies in force. An estimated allowance for doubtful accounts is recorded on the basis of periodic evaluations of balances due from insureds, management’s experience and current economic conditions. The Company charges off any balances that are determined to be uncollectible. The allowance for doubtful accounts included in premiums receivable and agents’ balances in the Consolidated Balance Sheets was $125 and $117 as of December 31, 2013 and 2012, respectively.
	Traditional life products premiums are recognized as revenue when due from policyholders. Group life, disability and accident premiums are generally both due from policyholders and recognized as revenue on a pro rata basis over the period of the contracts.
	Fee income for universal life-type contracts consists of policy charges for policy administration, cost of insurance charges and surrender charges assessed against policyholders’ account balances and are recognized in the period in which services are provided. The amounts collected from policyholders for investment and universal life-type contracts are considered deposits and are not included in revenue. Unearned revenue reserves, representing amounts assessed as consideration for policy origination of a universal life-type contract, are deferred and recognized in income over the period benefited, generally in proportion to estimated gross profits.
	The Company provides investment management, administrative and distribution services to mutual funds. The Company charges fees to these mutual funds which are primarily based on the average daily net asset values of the mutual funds and recorded as fee income in the period in which the services are provided. Commission fees are based on the sale proceeds and recognized at the time of the transaction. Transfer agent fees are assessed as a charge per account and recognized as fee income in the period in which the services are provided.
	Other revenues primarily consists of servicing revenues which are recognized as services are performed.
Dividends to Policyholders	'
	Policyholder dividends are paid to certain property and casualty and life insurance policyholders. Policies that receive dividends are referred to as participating policies. Such dividends are accrued using an estimate of the amount to be paid based on underlying contractual obligations under policies and applicable state laws.
	Net written premiums for participating property and casualty insurance policies represented 10%, 10% and 9% of total net written premiums for the years ended December 31, 2013, 2012 and 2011, respectively. Participating dividends to policyholders were $16, $14 and $18 for the years ended December 31, 2013, 2012 and 2011, respectively.
	Total participating policies in-force represented 1% of the total life insurance policies in-force as of December 31, 2013, 2012 and 2011. Dividends to policyholders were $18, $20 and $17 for the years ended December 31, 2013, 2012 and 2011, respectively. There were no additional amounts of income allocated to participating policyholders. If limitations exist on the amount of net income from participating life insurance contracts that may be distributed to stockholder’s, the policyholder’s share of net income on those contracts that cannot be distributed is excluded from stockholder’s equity by a charge to operations and a credit to a liability.
Fair Value	'
	The following financial instruments are carried at fair value in the Company’s Consolidated Financial Statements: fixed maturity and equity securities, available-for-sale (“AFS”); fixed maturities at fair value using fair value option (“FVO”); equity securities, trading; short-term investments; freestanding and embedded derivatives; certain limited partnerships and other alternative investments; separate account assets and certain other liabilities. For further discussion of fair value, see Note 5 - Fair Value Measurements of Notes to Consolidated Financial Statements.
Investments	'
	Overview
	The Company’s investments in fixed maturities include bonds, structured securities, redeemable preferred stock and commercial paper. These investments, along with certain equity securities, which include common and non-redeemable preferred stocks, are classified as AFS and are carried at fair value. The after-tax difference from cost or amortized cost is reflected in stockholders’ equity as a component of Accumulated Other Comprehensive Income (Loss) (“AOCI”), after adjustments for the effect of deducting the life and pension policyholders’ share of the immediate participation guaranteed contracts and certain life and annuity deferred policy acquisition costs and reserve adjustments. Fixed maturities for which the Company elected the fair value option are classified as FVO and are carried at fair value with changes in value recorded in realized capital gains and losses on the Company's Consolidated Statements of Operations. The equity investments associated with the variable annuity products offered in Japan are recorded at fair value and are classified as trading with changes in fair value recorded in net investment income. Policy loans are carried at outstanding balance. Mortgage loans are recorded at the outstanding principal balance adjusted for amortization of premiums or discounts and net of valuation allowances. Short-term investments are carried at amortized cost, which approximates fair value. Limited partnerships and other alternative investments are reported at their carrying value with the change in carrying value primarily accounted for under the equity method and accordingly the Company’s share of earnings are included in net investment income. In addition, for investments in a wholly-owned fund of funds, the Company recognizes changes in the fair value of the underlying funds in net investment income, which is consistent with accounting requirements for investment companies. Recognition of income related to limited partnerships and other alternative investments is delayed due to the availability of the related financial information, as private equity and other funds are generally on a three-month delay and hedge funds are on a one-month delay. Accordingly, income for the years ended December 31, 2013, 2012, and 2011 may not include the full impact of current year changes in valuation of the underlying assets and liabilities of the funds, which are generally obtained from the limited partnerships and other alternative investments’ general partners. Other investments primarily consist of derivatives instruments which are carried at fair value.
	Recognition and Presentation of Other-Than-Temporary Impairments
	The Company deems bonds and certain equity securities with debt-like characteristics (collectively “debt securities”) to be other-than-temporarily impaired (“impaired”) if a security meets the following conditions: a) the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value, or b) the Company does not expect to recover the entire amortized cost basis of the security. If the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value, a charge is recorded in net realized capital losses equal to the difference between the fair value and amortized cost basis of the security. For those impaired debt securities which do not meet the first condition and for which the Company does not expect to recover the entire amortized cost basis, the difference between the security’s amortized cost basis and the fair value is separated into the portion representing a credit other-than-temporary impairment (“impairment”), which is recorded in net realized capital losses, and the remaining impairment, which is recorded in OCI. Generally, the Company determines a security’s credit impairment as the difference between its amortized cost basis and its best estimate of expected future cash flows discounted at the security’s effective yield prior to impairment. The remaining non-credit impairment, which is recorded in OCI, is the difference between the security’s fair value and the Company’s best estimate of expected future cash flows discounted at the security’s effective yield prior to the impairment, which typically represents current market liquidity and risk premiums. The previous amortized cost basis less the impairment recognized in net realized capital losses becomes the security’s new cost basis. The Company accretes the new cost basis to the estimated future cash flows over the expected remaining life of the security by prospectively adjusting the security’s yield, if necessary.
	The Company’s evaluation of whether a credit impairment exists for debt securities includes but is not limited to, the following factors: (a) changes in the financial condition of the security’s underlying collateral, (b) whether the issuer is current on contractually obligated interest and principal payments, (c) changes in the financial condition, credit rating and near-term prospects of the issuer, (d) the extent to which the fair value has been less than the amortized cost of the security and (e) the payment structure of the security. The Company’s best estimate of expected future cash flows used to determine the credit loss amount is a quantitative and qualitative process that incorporates information received from third-party sources along with certain internal assumptions and judgments regarding the future performance of the security. The Company’s best estimate of future cash flows involves assumptions including, but not limited to, various performance indicators, such as historical and projected default and recovery rates, credit ratings, current and projected delinquency rates, and loan-to-value ("LTV") ratios. In addition, for structured securities, the Company considers factors including, but not limited to, average cumulative collateral loss rates that vary by vintage year, commercial and residential property value declines that vary by property type and location and commercial real estate delinquency levels. These assumptions require the use of significant management judgment and include the probability of issuer default and estimates regarding timing and amount of expected recoveries which may include estimating the underlying collateral value. In addition, projections of expected future debt security cash flows may change based upon new information regarding the performance of the issuer and/or underlying collateral such as changes in the projections of the underlying property value estimates.
	For equity securities where the decline in the fair value is deemed to be other-than-temporary, a charge is recorded in net realized capital losses equal to the difference between the fair value and cost basis of the security. The previous cost basis less the impairment becomes the security’s new cost basis. The Company asserts its intent and ability to retain those equity securities deemed to be temporarily impaired until the price recovers. Once identified, these securities are systematically restricted from trading unless approved by investment and accounting professionals. The investment and accounting professionals will only authorize the sale of these securities based on predefined criteria that relate to events that could not have been reasonably foreseen. Examples of the criteria include, but are not limited to, the deterioration in the issuer’s financial condition, security price declines, a change in regulatory requirements or a major business combination or major disposition.
	The primary factors considered in evaluating whether an impairment exists for an equity security include, but are not limited to: (a) the length of time and extent to which the fair value has been less than the cost of the security, (b) changes in the financial condition, credit rating and near-term prospects of the issuer, (c) whether the issuer is current on preferred stock dividends and (d) the intent and ability of the Company to retain the investment for a period of time sufficient to allow for recovery.
	Mortgage Loan Valuation Allowances
	The Company’s security monitoring process reviews mortgage loans on a quarterly basis to identify potential credit losses. Commercial mortgage loans are considered to be impaired when management estimates that, based upon current information and events, it is probable that the Company will be unable to collect amounts due according to the contractual terms of the loan agreement. Criteria used to determine if an impairment exists include, but are not limited to: current and projected macroeconomic factors, such as unemployment rates, and property-specific factors such as rental rates, occupancy levels, LTV ratios and debt service coverage ratios (“DSCR”). In addition, the Company considers historic, current and projected delinquency rates and property values. These assumptions require the use of significant management judgment and include the probability and timing of borrower default and loss severity estimates. In addition, projections of expected future cash flows may change based upon new information regarding the performance of the borrower and/or underlying collateral such as changes in the projections of the underlying property value estimates.
	For mortgage loans that are deemed impaired, a valuation allowance is established for the difference between the carrying amount and the Company’s share of either (a) the present value of the expected future cash flows discounted at the loan’s effective interest rate, (b) the loan’s observable market price or, most frequently, (c) the fair value of the collateral. A valuation allowance has been established for either individual loans or as a projected loss contingency for loans with an LTV ratio of 90% or greater and consideration of other credit quality factors, including DSCR. Changes in valuation allowances are recorded in net realized capital gains and losses. Interest income on impaired loans is accrued to the extent it is deemed collectible and the loans continue to perform under the original or restructured terms. Interest income ceases to accrue for loans when it is probable that the Company will not receive interest and principal payments according to the contractual terms of the loan agreement. Loans may resume accrual status when it is determined that sufficient collateral exists to satisfy the full amount of the loan and interest payments, as well as when it is probable cash will be received in the foreseeable future. Interest income on defaulted loans is recognized when received.
	Net Realized Capital Gains and Losses
	Net realized capital gains and losses from investment sales are reported as a component of revenues and are determined on a specific identification basis, as well as changes in value associated with fixed maturities for which the fair value option was elected. Net realized capital gains and losses also result from fair value changes in derivatives contracts (both free-standing and embedded) that do not qualify, or are not designated, as a hedge for accounting purposes, ineffectiveness on derivatives that qualify for hedge accounting treatment, and the change in value of derivatives in certain fair-value hedge relationships and their associated hedged asset. Impairments and mortgage loan valuation allowances are recognized as net realized capital losses in accordance with the Company’s impairment and mortgage loan valuation allowance policies previously discussed above. Foreign currency transaction remeasurements are also included in net realized capital gains and losses.
	Net Investment Income
	Interest income from fixed maturities and mortgage loans is recognized when earned on the constant effective yield method based on estimated timing of cash flows. The amortization of premium and accretion of discount for fixed maturities also takes into consideration call and maturity dates that produce the lowest yield. For securitized financial assets subject to prepayment risk, yields are recalculated and adjusted periodically to reflect historical and/or estimated future repayments using the retrospective method; however, if these investments are impaired, any yield adjustments are made using the prospective method. Prepayment fees on fixed maturities and mortgage loans are recorded in net investment income when earned. For equity securities, available-for-sale, dividends will be recognized as investment income on the ex-divided date. Limited partnerships and other alternative investments primarily use the equity method of accounting to recognize the Company’s share of earnings; however, the Company also uses investment fund accounting applied to a wholly-owned fund of funds. For impaired debt securities, the Company accretes the new cost basis to the estimated future cash flows over the expected remaining life of the security by prospectively adjusting the security’s yield, if necessary. The Company’s non-income producing investments were not material for the years ended December 31, 2013, 2012 and 2011.
	Net investment income on equity securities, trading, includes dividend income and the changes in market value of the securities associated with the variable annuity products previously sold in Japan. The returns on these policyholder-directed investments inure to the benefit of the variable annuity policyholders but the underlying funds do not meet the criteria for separate account reporting. Accordingly, these assets are reflected in the Company’s general account and the returns credited to the policyholders are reflected in interest credited, a component of benefits, losses and loss adjustment expenses.
Derivatives Instruments	'
	Overview
	The Company utilizes a variety of over-the-counter ("OTC") derivatives, including transactions cleared through a central clearing house ("OTC-cleared"), and exchange-traded derivative instruments as part of its overall risk management strategy. The types of instruments may include swaps, caps, floors, forwards, futures and options to achieve one of four Company-approved objectives: to hedge risk arising from interest rate, equity market, credit spread and issuer default, price or currency exchange rate risk or volatility; to manage liquidity; to control transaction costs; or to enter into replication transactions.
	Interest rate, volatility, dividend, credit default and index swaps involve the periodic exchange of cash flows with other parties, at specified intervals, calculated using agreed upon rates or other financial variables and notional principal amounts. Generally, no cash or principal payments are exchanged at the inception of the contract. Typically, at the time a swap is entered into, the cash flow streams exchanged by the counterparties are equal in value.
	Interest rate cap and floor contracts entitle the purchaser to receive from the issuer at specified dates, the amount, if any, by which a specified market rate exceeds the cap strike interest rate or falls below the floor strike interest rate, applied to a notional principal amount. A premium payment is made by the purchaser of the contract at its inception and no principal payments are exchanged.
	Forward contracts are customized commitments that specify a rate of interest or currency exchange rate to be paid or received on an obligation beginning on a future start date and are typically settled in cash.
	Financial futures are standardized commitments to either purchase or sell designated financial instruments, at a future date, for a specified price and may be settled in cash or through delivery of the underlying instrument. Futures contracts trade on organized exchanges. Margin requirements for futures are met by pledging securities or cash, and changes in the futures’ contract values are settled daily in cash.
	Option contracts grant the purchaser, for a premium payment, the right to either purchase from or sell to the issuer a financial instrument at a specified price, within a specified period or on a stated date.
	Foreign currency swaps exchange an initial principal amount in two currencies, agreeing to re-exchange the currencies at a future date, at an agreed upon exchange rate. There may also be a periodic exchange of payments at specified intervals calculated using the agreed upon rates and exchanged principal amounts.
	The Company’s derivative transactions are used in strategies permitted under the derivative use plans required by the State of Connecticut, the State of Illinois and the State of New York insurance departments.
	Accounting and Financial Statement Presentation of Derivative Instruments and Hedging Activities
	Derivative instruments are recognized on the Consolidated Balance Sheets at fair value and are reported in Other Investments and Other Liabilities. For balance sheet presentation purposes, the Company has elected to offset the fair value amounts, income accruals, and related cash collateral receivables and payables of OTC derivative instruments executed in a legal entity and with the same counterparty or under a master netting agreement, which provides the Company with the legal right of offset.
	During 2013, the Company began clearing interest rate swap and certain credit default swap derivative transactions through central clearing houses. OTC-cleared derivatives require initial collateral at the inception of the trade in the form of cash or highly liquid collateral, such as U.S. Treasuries and government agency investments. Central clearing houses also require additional cash collateral as variation margin based on daily market value movements. For information on collateral, see the derivative collateral arrangements section in Note 6 - Investments and Derivative Instruments. In addition, OTC-cleared transactions include price alignment interest either received or paid on the variation margin, which is reflected in net investment income. The Company has also elected to offset the fair value amounts, income accruals and related cash collateral receivables and payables of OTC-cleared derivative instruments based on clearing house agreements.
	On the date the derivative contract is entered into, the Company designates the derivative as (1) a hedge of the fair value of a recognized asset or liability (“fair value” hedge), (2) a hedge of the variability in cash flows of a forecasted transaction or of amounts to be received or paid related to a recognized asset or liability (“cash flow” hedge), (3) a hedge of a net investment in a foreign operation (“net investment” hedge) or (4) held for other investment and/or risk management purposes, which primarily involve managing asset or liability related risks and do not qualify for hedge accounting.
	Fair Value Hedges
	Changes in the fair value of a derivative that is designated and qualifies as a fair value hedge, including foreign-currency fair value hedges, along with the changes in the fair value of the hedged asset or liability that is attributable to the hedged risk, are recorded in current period earnings with any differences between the net change in fair value of the derivative and the hedged item representing the hedge ineffectiveness. Periodic cash flows and accruals of income/expense (“periodic derivative net coupon settlements”) are recorded in the line item of the consolidated statements of operations in which the cash flows of the hedged item are recorded.
	Cash Flow Hedges
	Changes in the fair value of a derivative that is designated and qualifies as a cash flow hedge, including foreign-currency cash flow hedges, are recorded in AOCI and are reclassified into earnings when the variability of the cash flow of the hedged item impacts earnings. Gains and losses on derivative contracts that are reclassified from AOCI to current period earnings are included in the line item in the consolidated statements of operations in which the cash flows of the hedged item are recorded. Any hedge ineffectiveness is recorded immediately in current period earnings as net realized capital gains and losses. Periodic derivative net coupon settlements are recorded in the line item of the consolidated statements of operations in which the cash flows of the hedged item are recorded.
	Net Investment in a Foreign Operation Hedges
	Changes in fair value of a derivative used as a hedge of a net investment in a foreign operation, to the extent effective as a hedge, are recorded in the foreign currency translation adjustments account within AOCI. Cumulative changes in fair value recorded in AOCI are reclassified into earnings upon the sale or complete, or substantially complete, liquidation of the foreign entity. Any hedge ineffectiveness is recorded immediately in current period earnings as net realized capital gains and losses. Periodic derivative net coupon settlements are recorded in the line item of the consolidated statements of operations in which the cash flows of the hedged item are recorded.
	Other Investment and/or Risk Management Activities
	The Company’s other investment and/or risk management activities primarily relate to strategies used to reduce economic risk or replicate permitted investments and do not receive hedge accounting treatment. Changes in the fair value, including periodic derivative net coupon settlements, of derivative instruments held for other investment and/or risk management purposes are reported in current period earnings as net realized capital gains and losses.
	Hedge Documentation and Effectiveness Testing
	To qualify for hedge accounting treatment, a derivative must be highly effective in mitigating the designated changes in fair value or cash flow of the hedged item. At hedge inception, the Company formally documents all relationships between hedging instruments and hedged items, as well as its risk-management objective and strategy for undertaking each hedge transaction. The documentation process includes linking derivatives that are designated as fair value, cash flow, or net investment hedges to specific assets or liabilities on the balance sheet or to specific forecasted transactions and defining the effectiveness and ineffectiveness testing methods to be used. The Company also formally assesses both at the hedge’s inception and ongoing on a quarterly basis, whether the derivatives that are used in hedging transactions have been and are expected to continue to be highly effective in offsetting changes in fair values or cash flows of hedged items. Hedge effectiveness is assessed primarily using quantitative methods as well as using qualitative methods. Quantitative methods include regression or other statistical analysis of changes in fair value or cash flows associated with the hedge relationship. Qualitative methods may include comparison of critical terms of the derivative to the hedged item. Hedge ineffectiveness of the hedge relationships are measured each reporting period using the “Change in Variable Cash Flows Method”, the “Change in Fair Value Method”, the “Hypothetical Derivative Method”, or the “Dollar Offset Method”.
	Discontinuance of Hedge Accounting
	The Company discontinues hedge accounting prospectively when (1) it is determined that the derivative is no longer highly effective in offsetting changes in the fair value or cash flows of a hedged item; (2) the derivative is de-designated as a hedging instrument; or (3) the derivative expires or is sold, terminated or exercised.
	When hedge accounting is discontinued because it is determined that the derivative no longer qualifies as an effective fair-value hedge, the derivative continues to be carried at fair value on the balance sheet with changes in its fair value recognized in current period earnings. Changes in the fair value of the hedged item attributable to the hedged risk is no longer adjusted through current period earnings and the existing basis adjustment is amortized to earnings over the remaining life of the hedge item through the applicable earnings component associated with the hedged item.
	When hedge accounting is discontinued because the Company becomes aware that it is not probable that the forecasted transaction will occur, the derivative continues to be carried on the balance sheet at its fair value, and gains and losses that were accumulated in AOCI are recognized immediately in earnings.
	In other situations in which hedge accounting is discontinued on a cash-flow hedge, including those where the derivative is sold, terminated or exercised, amounts previously deferred in AOCI are reclassified into earnings when earnings are impacted by the variability of the cash flow of the hedged item.
	Embedded Derivatives
	The Company purchases and issues financial instruments and products that contain embedded derivative instruments. When it is determined that (1) the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract, and (2) a separate instrument with the same terms would qualify as a derivative instrument, the embedded derivative is bifurcated from the host for measurement purposes. The embedded derivative, which is reported with the host instrument in the consolidated balance sheets, is carried at fair value with changes in fair value reported in net realized capital gains and losses.
	Credit Risk
	Credit risk is defined as the risk of financial loss due to uncertainty of an obligor’s or counterparty’s ability or willingness to meet its obligations in accordance with agreed upon terms. Credit exposures are measured using the market value of the derivatives, resulting in amounts owed to the Company by its counterparties or potential payment obligations from the Company to its counterparties. The Company generally requires that OTC derivative contracts, other than certain forward contracts, be governed by International Swaps and Derivatives Association ("ISDA") agreements which are structured by legal entity and by counterparty, and permit right of offset. These agreements require daily collateral settlement based upon agreed upon thresholds. For purposes of daily derivative collateral maintenance, credit exposures are generally quantified based on the prior business day’s market value and collateral is pledged to and held by, or on behalf of, the Company to the extent the current value of the derivatives exceed the contractual thresholds. For the Company’s domestic derivative programs, the maximum uncollateralized threshold for a derivative counterparty for a single legal entity is $10. The Company also minimizes the credit risk of derivative instruments by entering into transactions with high quality counterparties rated A or better, which are monitored and evaluated by the Company’s risk management team and reviewed by senior management. OTC-cleared derivatives are governed by clearing house rules. Transactions cleared through a central clearing house reduce risk due to their ability to require daily variation margin, monitor the Company's ability to request additional collateral in the event of a counterparty downgrade, and act as an independent valuation source. In addition, the Company monitors counterparty credit exposure on a monthly basis to ensure compliance with Company policies and statutory limitations.
Cash	'
	Cash represents cash on hand and demand deposits with banks or other financial institutions.
Reinsurance	'
	The Company cedes insurance to affiliated and unaffiliated insurers in order to limit its maximum losses and to diversify its exposures and provide statutory surplus relief. Such arrangements do not relieve the Company of its primary liability to policyholders. Failure of reinsurers to honor their obligations could result in losses to the Company. The Company also assumes reinsurance from other insurers and is a member of and participates in reinsurance pools and associations. Assumed reinsurance refers to the Company’s acceptance of certain insurance risks that other insurance companies have underwritten.
	Reinsurance accounting is followed for ceded and assumed transactions that provide indemnification against loss or liability relating to insurance risk (i.e. risk transfer). To meet risk transfer requirements, a reinsurance agreement must include insurance risk, consisting of underwriting, investment, and timing risk, and a reasonable possibility of a significant loss to the reinsurer. If the ceded and assumed transactions do not meet risk transfer requirements, the Company accounts for these transactions as financing transactions.
	Premiums, benefits, losses and loss adjustment expenses reflect the net effects of ceded and assumed reinsurance transactions. Included in other assets are prepaid reinsurance premiums, which represent the portion of premiums ceded to reinsurers applicable to the unexpired terms of the reinsurance contracts. Included in reinsurance recoverables are balances due from reinsurance companies for paid and unpaid losses and loss adjustment expenses and are presented net of an allowance for uncollectible reinsurance.
	The Company also is a member of and participates in several reinsurance pools and associations. The Company evaluates the financial condition of its reinsurers and concentrations of credit risk. Reinsurance is placed with reinsurers that meet strict financial criteria established by the Company. The Company entered into two reinsurance transactions upon completion of the sales of its Retirement Plans and Individual Life businesses in January 2013. For further discussion of these transactions, see Note 2 - Business Dispositions
Deferred Policy Acquisition Costs and Present Value of Future Profits	'
	Deferred policy acquisition costs ("DAC") represent costs that are directly related to the acquisition of new and renewal insurance contracts and incremental direct costs of contract acquisition that are incurred in transactions with either independent third parties or employees. Such costs primarily include commissions, premium taxes, costs of policy issuance and underwriting, and certain other expenses that are directly related to successfully issued contracts.
	For property and casualty insurance products and group life, disability and accident contracts, costs are deferred and amortized ratably over the period the related premiums are earned. Deferred acquisition costs are reviewed to determine if they are recoverable from future income, and if not, are charged to expense. Anticipated investment income is considered in the determination of the recoverability of DAC. For the years ended December 31, 2013, 2012 and 2011, no amount of DAC was charged to expense based on the determination of recoverability.
	For life insurance products, the DAC asset, which includes the present value of future profits, related to most universal life-type contracts (including variable annuities) is amortized over the estimated life of the contracts acquired in proportion to the present value of estimated gross profits (“EGPs”). EGPs are also used to amortize other assets and liabilities in the Company’s Consolidated Balance Sheets, such as, sales inducement assets (“SIA”) and unearned revenue reserves (“URR”). Components of EGPs are used to determine reserves for universal life-type contracts (including variable annuities) with death or other insurance benefits such as guaranteed minimum death, guaranteed minimum income and universal life secondary guarantee benefits. These benefits are accounted for and collectively referred to as death and other insurance benefit reserves and are held in addition to the account value liability representing policyholder funds.
	For most life insurance product contracts, the Company estimates gross profits over 20 years as EGPs emerging subsequent to that timeframe are immaterial. Products sold in a particular year are aggregated into cohorts. Future gross profits for each cohort are projected over the estimated lives of the underlying contracts, based on future account value projections for variable annuity and variable universal life products. The projection of future account values requires the use of certain assumptions including: separate account returns; separate account fund mix; fees assessed against the contract holder’s account balance; surrender and lapse rates; interest margin; mortality; and the extent and duration of hedging activities and hedging costs.
	The Company determines EGPs from a single deterministic reversion to mean (“RTM”) separate account return projection which is an estimation technique commonly used by insurance entities to project future separate account returns. Through this estimation technique, the Company’s DAC model is adjusted to reflect actual account values at the end of each quarter. Through consideration of recent market returns, the Company will unlock, or adjust, projected returns over a future period so that the account value returns to the long-term expected rate of return, providing that those projected returns do not exceed certain caps or floors. This Unlock for future separate account returns is determined each quarter.
	In the third quarter of each year, the Company completes a comprehensive non-market related policyholder behavior assumption study and incorporates the results of those studies into its projection of future gross profits. Additionally, throughout the year, the Company evaluates various aspects of policyholder behavior and periodically revises its policyholder assumptions as credible emerging data indicates that changes are warranted. The Company will continue to evaluate its assumptions related to policyholder behavior as initiatives to reduce the size of the variable annuity business are implemented by management. Upon completion of an annual assumption study or evaluation of credible new information, the Company will revise its assumptions to reflect its current best estimate. These assumption revisions will change the projected account values and the related EGPs in the DAC, SIA and URR amortization models, as well as, the death and other insurance benefit reserving models.
	All assumption changes that affect the estimate of future EGPs including the update of current account values, the use of the RTM estimation technique and policyholder behavior assumptions are considered an Unlock in the period of revision. An Unlock adjusts the DAC, SIA, URR and death and other insurance benefit reserve balances in the Consolidated Balance Sheets with an offsetting benefit or charge in the Consolidated Statements of Operations in the period of the revision. An Unlock revises EGPs to reflect the Company’s current best estimate assumptions. The Company also tests the aggregate recoverability of DAC by comparing the existing DAC balance to the present value of future EGPs. An Unlock that results in an after-tax benefit generally occurs as a result of actual experience or future expectations of product profitability being favorable compared to previous estimates. An Unlock that results in an after-tax charge generally occurs as a result of actual experience or future expectations of product profitability being unfavorable compared to previous estimates.
Income Taxes	'
	The Company recognizes taxes payable or refundable for the current year and deferred taxes for the tax consequences of differences between the financial reporting and tax basis of assets and liabilities. Deferred tax assets and liabilities are measured using enacted tax rates expected to apply to taxable income in the years the temporary differences are expected to reverse.
Goodwill	'
	Goodwill represents the excess of costs over the fair value of net assets acquired. Goodwill is not amortized but is reviewed for impairment at least annually or more frequently if events occur or circumstances change that would indicate that a triggering event for a potential impairment has occurred. During the fourth quarter of 2011, the Company changed the date of its annual impairment test for all reporting units to October 31st. As a result, all reporting units performed an impairment test on October 31, 2011 in addition to the annual impairment tests performed on January 1st or October 1st, 2011, as applicable. The change was made to be consistent across all reporting units and to more closely align the impairment testing date with the long-range planning and forecasting process. The Company has determined that this change in accounting principle is preferable under the circumstances and does not result in any delay, acceleration or avoidance of impairment. As it was impracticable to objectively determine projected cash flows and related valuation estimates as of each October 31 for periods prior to October 31, 2011, without applying information that has been learned since those periods, the Company has prospectively applied the change in the annual goodwill impairment testing date from October 31, 2011.
	The goodwill impairment test follows a two-step process. In the first step, the fair value of a reporting unit is compared to its carrying value. If the carrying value of a reporting unit exceeds its fair value, the second step of the impairment test is performed for purposes of measuring the impairment. In the second step, the fair value of the reporting unit is allocated to all of the assets and liabilities of the reporting unit to determine an implied goodwill value. If the carrying amount of the reporting unit’s goodwill exceeds the implied goodwill value, an impairment loss is recognized in an amount equal to that excess.
	Management’s determination of the fair value of each reporting unit incorporates multiple inputs into discounted cash flow calculations, including assumptions that market participants would make in valuing the reporting unit. Assumptions include levels of economic capital, future business growth, earnings projections and assets under management for certain reporting units and the weighted average cost of capital used for purposes of discounting. Decreases in the amount of economic capital allocated to a reporting unit, decreases in business growth, decreases in earnings projections and increases in the weighted average cost of capital will all cause a reporting unit’s fair value to decrease.
	Goodwill within Corporate is primarily attributed to the Company’s “buy-back” of Hartford Life, Inc. in 2000 and was allocated to each of Hartford Life’s reporting units based on the reporting unit’s fair value of in-force business at the buy-back date. Although this goodwill was allocated to each reporting unit, it is held in Corporate for segment reporting.
Property and Equipment	'
	Property and equipment is carried at cost net of accumulated depreciation. Depreciation is based on the estimated useful lives of the various classes of property and equipment and is determined principally on the straight-line method. Accumulated depreciation was $2.2 billion and $2.0 billion as of December 31, 2013 and 2012, respectively. Depreciation expense was $174, $183, and $216 for the years ended December 31, 2013, 2012 and 2011, respectively.
Separate Accounts, Death Benefits and Other Insurance Benefit Features	'
	The Company records the variable account value portion of variable annuity and variable life insurance products and institutional and governmental investment contracts within separate accounts. Separate account assets are reported at fair value and separate account liabilities are reported at amounts consistent with separate account assets. Investment income and gains and losses from those separate account assets accrue directly to the policyholder, who assumes the related investment risk, and are offset by the related liability changes reported in the same line item in the Consolidated Statements of Operations. The Company earns fees for investment management, certain administrative expenses, and mortality and expense risks assumed which are reported in fee income.
	Certain contracts classified as universal life-type include death and other insurance benefit features including GMDB and GMIB, offered with variable annuity contracts. GMDBs and GMIBs have been written in various forms. These death and other insurance benefit features require an additional liability be held above the account value liability representing the policyholders’ funds. This liability is reported in reserve for future policy benefits in the Company’s Consolidated Balance Sheets. Changes in the death and other insurance benefit reserves are recorded in benefits, losses and loss adjustment expenses in the Company’s Consolidated Statements of Operations.
	The death and other insurance benefit liability is determined by estimating the expected present value of the benefits in excess of the policyholder’s expected account value in proportion to the present value of total expected fees. The liability is accrued as actual fees are earned. The expected present value of benefits and fees are generally derived from a set of stochastic scenarios, that have been calibrated to our RTM separate account returns, and assumptions including market rates of return, volatility, discount rates, lapse rates and mortality experience. Consistent with the Company’s policy on the Unlock, the Company regularly evaluates estimates used and adjusts the additional liability balance, with a related charge or credit to benefits, losses and loss adjustment expense. For further information on the Unlock, see the Deferred Policy Acquisition Costs and Present Value of Future Benefits accounting policy section within this footnote.
	The Company reinsures a portion of its in-force GMDB and all of its UL secondary guarantees. The death and other insurance benefit reserves, net of reinsurance, are established by estimating the expected value of net reinsurance costs and death and other insurance benefits in excess of the projected account balance. The additional death and other insurance benefits and net reinsurance costs are recognized ratably over the accumulation period based on total expected assessments.
Reserves for Future Policy Benefits and Unpaid Losses and Loss Adjustment Expenses	'
	The Hartford establishes property and casualty insurance products reserves to provide for the estimated costs of paying claims under insurance policies written by the Company. These reserves include estimates for both claims that have been reported and those that have been incurred but not reported, and include estimates of all losses and loss adjustment expenses associated with processing and settling these claims. Estimating the ultimate cost of future losses and loss adjustment expenses is an uncertain and complex process. This estimation process is based significantly on the assumption that past developments are an appropriate predictor of future events, and involves a variety of actuarial techniques that analyze experience, trends and other relevant factors. The uncertainties involved with the reserving process have become increasingly difficult due to a number of complex factors including social and economic trends and changes in the concepts of legal liability and damage awards. Accordingly, final claim settlements may vary from the present estimates, particularly when those payments may not occur until well into the future.
	The Hartford regularly reviews the adequacy of its estimated losses and loss adjustment expense reserves by line of business within the various reporting segments. Adjustments to previously established reserves are reflected in the operating results of the period in which the adjustment is determined to be necessary. Such adjustments could possibly be significant, reflecting any variety of new and adverse or favorable trends.
	Most of the Company’s property and casualty insurance products reserves are not discounted. However, the Company has discounted liabilities funded through structured settlements and has discounted certain reserves for indemnity payments due to permanently disabled claimants under workers’ compensation policies. Structured settlements are agreements that provide fixed periodic payments to claimants and include annuities purchased to fund unpaid losses for permanently disabled claimants and, prior to 2008, agreements that funded loss run-offs for unrelated parties. Most of the annuities have been issued by the Company and these structured settlements are recorded at present value as annuity obligations, either within the reserve for future policy benefits if the annuity benefits are life-contingent or within other policyholder funds and benefits payable if the annuity benefits are not life-contingent. If not funded through an annuity, reserves for certain indemnity payments due to permanently disabled claimants under workers’ compensation policies are recorded as property and casualty insurance products reserves and were discounted to present value at an average interest rate of 3.5% in 2013 and 4.0% in 2012.
Life Insurance Products Accounting Policy	'
	Liabilities for future policy benefits are calculated by the net level premium method using interest, withdrawal and mortality assumptions appropriate at the time the policies were issued. The methods used in determining the liability for unpaid losses and future policy benefits are standard actuarial methods recognized by the American Academy of Actuaries. For the tabular reserves, discount rates are based on the Company’s earned investment yield and the morbidity/mortality tables used are standard industry tables modified to reflect the Company’s actual experience when appropriate. In particular, for the Company’s group disability known claim reserves, the morbidity table for the early durations of claim is based exclusively on the Company’s experience, incorporating factors such as gender, elimination period and diagnosis. These reserves are computed such that they are expected to meet the Company’s future policy obligations. Future policy benefits are computed at amounts that, with additions from estimated premiums to be received and with interest on such reserves compounded annually at certain assumed rates, are expected to be sufficient to meet the Company’s policy obligations at their maturities or in the event of an insured’s death. Changes in or deviations from the assumptions used for mortality, morbidity, expected future premiums and interest can significantly affect the Company’s reserve levels and related future operations.
	Liabilities for the Company’s group life and disability contracts, as well as its individual term life insurance policies, include amounts for unpaid losses and future policy benefits. Liabilities for unpaid losses include estimates of amounts to fully settle known reported claims, as well as claims related to insured events that the Company estimates have been incurred but have not yet been reported. These reserve estimates are based on known facts and interpretations of circumstances, and consideration of various internal factors including The Hartford’s experience with similar cases, historical trends involving claim payment patterns, loss payments, pending levels of unpaid claims, loss control programs and product mix. In addition, the reserve estimates are influenced by consideration of various external factors including court decisions, economic conditions and public attitudes. The effects of inflation are implicitly considered in the reserving process. Group life and disability contracts with long tail claim liabilities are discounted because the payment pattern and the ultimate costs are reasonably fixed and determinable on an individual claim basis. These reserves were discounted to present value using a weighted average interest rate of 4.71% in 2013 and 4.86% in 2012.
Other Policyholder Funds and Benefits Payable	'
	Other policyholder funds and benefits payable consist of non-variable account values associated with universal life-type contracts and investment contracts.
	Universal life-type contracts consist of fixed and variable annuities and universal life insurance. The liability for universal life-type contracts is equal to the balance that accrues to the benefit of the policyholders as of the financial statement date, including credited interest, amounts that have been assessed to compensate the Company for services to be performed over future periods, and any amounts previously assessed against policyholders that are refundable on termination of the contract.
	Investment contracts consist of institutional and governmental products, without life contingencies, including funding agreements, certain structured settlements and guaranteed investment contracts. The liability for investment contracts is equal to the balance that accrues to the benefit of the contract holder as of the financial statement date, which includes the accumulation of deposits plus credited interest, less withdrawals and amounts assessed through the financial statement date. Contract holder funds include funding agreements held by Variable Interest Entities issuing medium-term notes.
Foreign Currency Transactions	'
	Foreign currency translation gains and losses are reflected in stockholders’ equity as a component of accumulated other comprehensive income (loss). The Company’s foreign subsidiaries’ balance sheet accounts are translated at the exchange rates in effect at each year end and income statement accounts are translated at the average rates of exchange prevailing during the year. The national currencies of the international operations are generally their functional currencies.

Basis_of_Presentation_and_Acco2

Basis of Presentation and Accounting Policies (Tables)	12 Months Ended
	Dec. 31, 2013
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Effect of new accounting standards on company's consolidated balance sheet and consolidated statements of operations	'
	The Consolidated Financial Statements have been prepared on the basis of accounting principles generally accepted in the United States of America (“U.S. GAAP”), which differ materially from the accounting practices prescribed by various insurance regulatory authorities.
Effect of change in non-credit impairment in other comprehensive income	'
	Recognition and Presentation of Other-Than-Temporary Impairments
	The Company deems bonds and certain equity securities with debt-like characteristics (collectively “debt securities”) to be other-than-temporarily impaired (“impaired”) if a security meets the following conditions: a) the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value, or b) the Company does not expect to recover the entire amortized cost basis of the security. If the Company intends to sell or it is more likely than not that the Company will be required to sell the security before a recovery in value, a charge is recorded in net realized capital losses equal to the difference between the fair value and amortized cost basis of the security. For those impaired debt securities which do not meet the first condition and for which the Company does not expect to recover the entire amortized cost basis, the difference between the security’s amortized cost basis and the fair value is separated into the portion representing a credit other-than-temporary impairment (“impairment”), which is recorded in net realized capital losses, and the remaining impairment, which is recorded in OCI. Generally, the Company determines a security’s credit impairment as the difference between its amortized cost basis and its best estimate of expected future cash flows discounted at the security’s effective yield prior to impairment. The remaining non-credit impairment, which is recorded in OCI, is the difference between the security’s fair value and the Company’s best estimate of expected future cash flows discounted at the security’s effective yield prior to the impairment, which typically represents current market liquidity and risk premiums. The previous amortized cost basis less the impairment recognized in net realized capital losses becomes the security’s new cost basis. The Company accretes the new cost basis to the estimated future cash flows over the expected remaining life of the security by prospectively adjusting the security’s yield, if necessary.
	The Company’s evaluation of whether a credit impairment exists for debt securities includes but is not limited to, the following factors: (a) changes in the financial condition of the security’s underlying collateral, (b) whether the issuer is current on contractually obligated interest and principal payments, (c) changes in the financial condition, credit rating and near-term prospects of the issuer, (d) the extent to which the fair value has been less than the amortized cost of the security and (e) the payment structure of the security. The Company’s best estimate of expected future cash flows used to determine the credit loss amount is a quantitative and qualitative process that incorporates information received from third-party sources along with certain internal assumptions and judgments regarding the future performance of the security. The Company’s best estimate of future cash flows involves assumptions including, but not limited to, various performance indicators, such as historical and projected default and recovery rates, credit ratings, current and projected delinquency rates, and loan-to-value ("LTV") ratios. In addition, for structured securities, the Company considers factors including, but not limited to, average cumulative collateral loss rates that vary by vintage year, commercial and residential property value declines that vary by property type and location and commercial real estate delinquency levels. These assumptions require the use of significant management judgment and include the probability of issuer default and estimates regarding timing and amount of expected recoveries which may include estimating the underlying collateral value. In addition, projections of expected future debt security cash flows may change based upon new information regarding the performance of the issuer and/or underlying collateral such as changes in the projections of the underlying property value estimates.
	For equity securities where the decline in the fair value is deemed to be other-than-temporary, a charge is recorded in net realized capital losses equal to the difference between the fair value and cost basis of the security. The previous cost basis less the impairment becomes the security’s new cost basis. The Company asserts its intent and ability to retain those equity securities deemed to be temporarily impaired until the price recovers. Once identified, these securities are systematically restricted from trading unless approved by investment and accounting professionals. The investment and accounting professionals will only authorize the sale of these securities based on predefined criteria that relate to events that could not have been reasonably foreseen. Examples of the criteria include, but are not limited to, the deterioration in the issuer’s financial condition, security price declines, a change in regulatory requirements or a major business combination or major disposition.
	The primary factors considered in evaluating whether an impairment exists for an equity security include, but are not limited to: (a) the length of time and extent to which the fair value has been less than the cost of the security, (b) changes in the financial condition, credit rating and near-term prospects of the issuer, (c) whether the issuer is current on preferred stock dividends and (d) the intent and ability of the Company to retain the investment for a period of time sufficient to allow for recovery.

Business_Dispositions_Tables

Business Dispositions (Tables)	12 Months Ended
	Dec. 31, 2013
Discontinued Operations and Disposal Groups [Abstract]	'
Discontinued operations in condensed consolidated statements of operations	'
		As of December 31, 2012
		Carrying Value
	Total fixed maturities, AFS at fair value (amortized cost of $13,916) [1]	15,349
	Equity securities, AFS, at fair value (cost of $35) [2]	37
	Fixed maturities, at fair value using the FVO [3]	16
	Mortgage loans (net of allowances for loan losses of $1)	1,364
	Policy loans, at outstanding balance	582
	Total invested assets transferred	$	17,348
	[1] Includes $14.7 billion and $670 of securities in level 2 and 3 of the fair value hierarchy, respectively.
	[2] All equity securities transferred are included in level 2 of the fair value hierarchy.
	[3] All FVO securities transferred are included in level 3 of the fair value hierarchy.
		For the years ended December 31,
		2013			2012			2011
	Revenues
	Earned premiums	$	4		$	—		$	—
	Fee income and other	13			46			50
	Net investment income (loss)
	Securities available-for-sale and other	(3		)	10			26
	Equity securities, trading	140			201			(14		)
	Total Net Investment Income	137			211			12
	Net realized capital losses	(49		)	33			75
	Other revenues	—			—			48
	Total revenues	105			290			185
	Benefits, losses and expenses
	Benefits, losses and loss adjustment expenses	2			2			(2		)
	Benefits, losses and loss adjustment expenses - returns credited on international variable annuities	140			201			(14		)
	Amortization of DAC	—			—			—
	Insurance operating costs and other expenses	23			39			95
	Total benefits, losses and expenses	165			242			79
	Income (loss) before income taxes	(60		)	48			106
	Income tax expense (benefit)	(28		)	(15		)	49
	Income (loss) from operations of discontinued operations, net of tax	(32		)	63			57
	Net realized capital gain (loss) on disposal, net of tax [1]	(102		)	(1		)	82
	Income (loss) from discontinued operations, net of tax	$	(134	)	$	62		$	139
	[1] Includes an income tax benefit of $219 on the sale of HLIL for the year ended December 31, 2013.

Earnings_Loss_per_Share_Tables

Earnings (Loss) per Share (Tables)	12 Months Ended
	Dec. 31, 2013
Earnings Per Share [Abstract]	'
Earnings (Loss) Per Common Share	'
		For the years ended December 31,
	(In millions, except for per share data)	2013			2012			2011
	Earnings
	Income (loss) from continuing operations
	Income (loss) from continuing operations, net of tax	$	310		$	(100	)	$	573
	Less: Preferred stock dividends	10			42			42
	Income (loss) from continuing operations, net of tax, available to common shareholders	300			(142		)	531
	Income (loss) from discontinued operations, net of tax	(134		)	62			139
	Net income (loss)
	Net income (loss)	176			(38		)	712
	Less: Preferred stock dividends	10			42			42
	Net income (loss) available to common shareholders	$	166		$	(80	)	$	670
	Shares
	Weighted average common shares outstanding, basic	447.7			437.7			445
	Dilutive effect of warrants	32.2			—			31.9
	Dilutive effect of stock compensation plans	4.5			—			1.1
	Weighted average shares outstanding and dilutive potential common shares	484.4			437.7			478
	Earnings (loss) per common share
	Basic
	Income (loss) from continuing operations, net of tax, available to common shareholders	$	0.67		$	(0.32	)	$	1.19
	Income (loss) from discontinued operations, net of tax	(0.30		)	0.14			0.32
	Net income (loss) available to common shareholders	$	0.37		$	(0.18	)	$	1.51
	Diluted
	Income (loss) from continuing operations, net of tax, available to common shareholders	$	0.62		$	(0.32	)	$	1.11
	Income (loss) from discontinued operations, net of tax	(0.28		)	0.14			0.29
	Net income (loss) available to common shareholders	$	0.34		$	(0.18	)	$	1.4

Segment_Information_Segment_In

Segment Information Segment Information (Tables)	12 Months Ended
	Dec. 31, 2013
Segment Reporting [Abstract]	'
Financial Measures and Other Segment Information	'
		For the years ended December 31,
	Revenues	2013			2012			2011
	Earned premiums, fees, and other considerations
	Property & Casualty Commercial
	Workers’ compensation	$	2,975		$	2,987		$	2,809
	Property	521			505			528
	Automobile	579			587			583
	Package business	1,139			1,160			1,145
	Liability	566			562			540
	Fidelity and surety	201			205			215
	Professional liability	222			253			307
	Total Property & Casualty Commercial	6,203			6,259			6,127
	Consumer Markets
	Automobile	2,522			2,526			2,619
	Homeowners	1,138			1,110			1,128
	Total Consumer Markets [1]	3,660			3,636			3,747
	Property & Casualty Other Operations	1			(2		)	—
	Group Benefits
	Group disability	1,452			1,735			1,929
	Group life	1,717			1,881			2,024
	Other	161			194			194
	Total Group Benefits	3,330			3,810			4,147
	Mutual Funds
	Retail	526			487			541
	Annuity and other	152			112			108
	Total Mutual Funds	678			599			649
	Talcott Resolution	2,148			3,548			3,909
	Corporate	11			167			209
	Total earned premiums, fees, and other considerations	16,031			18,017			18,788
	Net investment income (loss):
	Securities available-for-sale and other	3,362			4,227			4,263
	Equity securities, trading	6,061			4,364			(1,345		)
	Total net investment income	9,423			8,591			2,918
	Net realized capital gains (losses)	507			(744		)	(226		)
	Other revenues	275			258			253
	Total revenues	$	26,236		$	26,122		$	21,733
	[1] For 2013, 2012 and 2011, AARP members accounted for earned premiums of $2.9 billion, $2.8 billion and $2.8 billion, respectively.
Geographical Revenue Information	'
	Geographical Revenue Information	For the years ended December 31,
	Revenues	2013			2012			2011
	United States of America	$	20,688		$	21,814		$	21,561
	Japan	5,548			4,363			135
	Other	—			(55		)	37
	Total revenues	$	26,236		$	26,122		$	21,733
Amortization of deferred policy acquisition costs and present value of future profits	'
		For the years ended December 31,
	Amortization of deferred policy acquisition costs and present value of future profits	2013			2012			2011
	Property & Casualty Commercial	$	905		$	927		$	917
	Consumer Markets	332			332			337
	Group Benefits	33			33			35
	Mutual Funds	39			35			47
	Talcott Resolution	1,392			661			1,108
	Total amortization of deferred policy acquisition costs and present value of future profits	$	2,701		$	1,988		$	2,444
Income tax expense (benefit)	'
		For the years ended December 31,
	Income tax expense (benefit)	2013			2012			2011
	Property & Casualty Commercial	$	320		$	159		$	37
	Consumer Markets	100			65			(22		)
	Property & Casualty Other Operations	(20		)	14			(74		)
	Group Benefits	63			31			1
	Mutual Funds	42			38			54
	Talcott Resolution	(500		)	(271		)	(168		)
	Corporate	(252		)	(517		)	(201		)
	Total income tax benefit	$	(247	)	$	(481	)	$	(373	)
Assets	'
		As of December 31,
	Assets	2013			2012
	Property & Casualty Commercial	$	27,119		$	25,595
	Consumer Markets	5,873			6,024
	Property & Casualty Other Operations	4,331			4,509
	Group Benefits	8,882			9,545
	Mutual Funds	307			325
	Talcott Resolution	222,269			243,836
	Corporate	9,103			8,679
	Total assets	$	277,884		$	298,513

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	12 Months Ended
	Dec. 31, 2013
Fair Value Disclosures [Abstract]	'
Assets and (liabilities) carried at fair value by hierarchy level	'
		December 31, 2013
		Total			Quoted Prices in			Significant			Significant
					Active Markets			Observable			Unobservable
					for Identical			Inputs			Inputs
					Assets			(Level 2)			(Level 3)
					(Level 1)
	Assets accounted for at fair value on a recurring basis
	Fixed maturities, AFS
	ABS	$	2,365		$	—		$	2,218		$	147
	CDOs	2,387			—			1,723			664
	CMBS	4,446			—			3,783			663
	Corporate	28,490			—			27,216			1,274
	Foreign government/government agencies	4,104			—			4,039			65
	States, municipalities and political subdivisions (“Municipal”)	12,173			—			12,104			69
	RMBS	4,647			—			3,375			1,272
	U.S. Treasuries	3,745			1,311			2,434			—
	Total fixed maturities	62,357			1,311			56,892			4,154
	Fixed maturities, FVO	844			—			651			193
	Equity securities, trading	19,745			12			19,733			—
	Equity securities, AFS	868			454			337			77
	Derivative assets
	Credit derivatives	25			—			20			5
	Equity derivatives	—			—			—			—
	Foreign exchange derivatives	14			—			14			—
	Interest rate derivatives	(21		)	—			(63		)	42
	U.S. GMWB hedging instruments	26			—			(42		)	68
	U.S. macro hedge program	109			—			—			109
	International program hedging instruments	272			—			241			31
	Other derivative contracts	17			—			—			17
	Total derivative assets [1]	442			—			170			272
	Short-term investments	4,008			427			3,581			—
	Limited partnerships and other alternative investments [2]	921			—			813			108
	Reinsurance recoverable for U.S. GMWB	29			—			—			29
	Modified coinsurance reinsurance contracts	67			—			67			—
	Separate account assets [3]	138,495			99,930			37,828			737
	Total assets accounted for at fair value on a recurring basis	$	227,776		$	102,134		$	120,072		$	5,570
	Percentage of level to total	100		%	45		%	53		%	2		%
	Liabilities accounted for at fair value on a recurring basis
	Other policyholder funds and benefits payable
	U.S guaranteed withdrawal benefits	$	(36	)	$	—		$	—		$	(36	)
	International guaranteed withdrawal benefits	3			—			—			3
	International other guaranteed living benefits	3			—			—			3
	Equity linked notes	(18		)	—			—			(18		)
	Total other policyholder funds and benefits payable	(48		)	—			—			(48		)
	Derivative liabilities
	Credit derivatives	(12		)	—			(9		)	(3		)
	Equity derivatives	19			—			16			3
	Foreign exchange derivatives	(388		)	—			(388		)	—
	Interest rate derivatives	(582		)	—			(558		)	(24		)
	U.S. GMWB hedging instruments	15			—			(63		)	78
	U.S. macro hedge program	30			—			—			30
	International program hedging instruments	(305		)	—			(245		)	(60		)
	Total derivative liabilities [4]	(1,223		)	—			(1,247		)	24
	Consumer notes [5]	(2		)	—			—			(2		)
	Total liabilities accounted for at fair value on a recurring basis	$	(1,273	)	$	—		$	(1,247	)	$	(26	)
		December 31, 2012
		Total			Quoted Prices in			Significant			Significant
					Active Markets			Observable			Unobservable
					for Identical			Inputs			Inputs
					Assets			(Level 2)			(Level 3)
					(Level 1)
	Assets accounted for at fair value on a recurring basis
	Fixed maturities, AFS
ABS	$	2,763		$	—		$	2,485		$	278
CDOs	3,040			—			2,096			944
CMBS	6,321			—			5,462			859
Corporate	44,049			—			42,048			2,001
Foreign government/government agencies	4,136			—			4,080			56
Municipal	14,361			—			14,134			227
RMBS	7,480			—			6,107			1,373
U.S. Treasuries	3,772			115			3,657			—
Total fixed maturities	85,922			115			80,069			5,738
Fixed maturities, FVO	1,087			8			865			214
Equity securities, trading	28,933			1,847			27,086			—
Equity securities, AFS	890			337			469			84
Derivative assets
Credit derivatives	(19		)	—			(8		)	(11		)
Equity derivatives	32			—			—			32
Foreign exchange derivatives	104			—			104			—
Interest rate derivatives	235			—			268			(33		)
U.S. GMWB hedging instruments	36			—			(53		)	89
U.S. macro hedge program	186			—			—			186
International program hedging instruments	448			—			318			130
Other derivative contracts	23			—			—			23
Total derivative assets [1]	1,045			—			629			416
Short-term investments	4,581			342			4,239			—
Limited partnerships and other alternative investments [2]	907			—			593			314
Reinsurance recoverable for U.S. GMWB	191			—			—			191
Separate account assets [3]	138,509			97,988			39,938			583
Total assets accounted for at fair value on a recurring basis	$	262,065		$	100,637		$	153,888		$	7,540
Percentage of level to total	100		%	38		%	59		%	3		%
	December 31, 2012
	Total			Quoted Prices			Significant			Significant
				in Active			Observable			Unobservable
				Markets for			Inputs			Inputs
				Identical Assets			(Level 2)			(Level 3)
				(Level 1)
Liabilities accounted for at fair value on a recurring basis
Other policyholder funds and benefits payable
U.S guaranteed withdrawal benefits	$	(1,249	)	$	—		$	—		$	(1,249	)
International guaranteed withdrawal benefits	(50		)	—			—			(50		)
International other guaranteed living benefits	2			—			—			2
Equity linked notes	(7		)	—			—			(7		)
Total other policyholder funds and benefits payable	(1,304		)	—			—			(1,304		)
Derivative liabilities
Credit derivatives	(18		)	—			(33		)	15
Equity derivatives	25			—			—			25
Foreign exchange derivatives	(24		)	—			(24		)	—
Interest rate derivatives	(517		)	—			(518		)	1
U.S. GMWB hedging instruments	536			—			106			430
U.S Macro hedge program	100			—			—			100
International program hedging instruments	(279		)	—			(217		)	(62		)
Total derivative liabilities [4]	(177		)	—			(686		)	509
Other liabilities	—			—			—			—
Consumer notes [5]	(2		)	—			—			(2		)
Total liabilities accounted for at fair value on a recurring basis	$	(1,483	)	$	—		$	(686	)	$	(797	)
[1]	Includes OTC and OTC-cleared derivative instruments in a net asset value position after consideration of the impact of collateral posting requirements, which may be imposed by agreements, clearinghouse rules, and applicable law. As of December 31, 2013 and 2012, $128 and $160, respectively, was netted against the derivative asset value in the Consolidated Balance Sheet and is excluded from the table above. See footnote 4 below for derivative liabilities.
[2]	Represents hedge funds where investment company accounting has been applied to a wholly-owned fund of funds measured at fair value.
[3]	Approximately $2.4 billion and $3.1 billion of investment sales receivable that are not subject to fair value accounting are excluded as of December 31, 2013 and 2012, respectively.
[4]	Includes OTC and OTC-cleared derivative instruments in a net negative market value position (derivative liability). In the Level 3 roll-forward table included below in this Note 5, the sum of the derivative asset and liability positions are referred to as “freestanding derivatives” and are presented on a net basis.
[5]	Represents embedded derivatives associated with non-funding agreement-backed consumer equity linked notes.
Information about significant unobservable inputs used in Level 3 assets measured at fair value	'
		As of December 31, 2013
	Securities						Unobservable Inputs
	Assets accounted for at fair value on a recurring basis	Fair			Predominant	Significant Unobservable Input	Minimum	Maximum	Weighted Average [1]	Impact of
		Value			Valuation					Increase in Input
					Method					on Fair Value [2]
	CMBS	$	663		Discounted	Spread (encompasses prepayment, default risk and loss severity)	99 bps	3,000 bps	527 bps	Decrease
					cash flows
	Corporate [3]	665			Discounted	Spread	119 bps	5,594 bps	344 bps	Decrease
					cash flows
	Municipal [3]	29			Discounted	Spread	184 bps	184 bps	184 bps	Decrease
					cash flows
	RMBS	1,272			Discounted	Spread	62 bps	1,748 bps	232 bps	Decrease
					cash flows
						Constant prepayment rate	—%	10.00%	3.00%	Decrease [4]
						Constant default rate	1.00%	22.00%	8.00%	Decrease
						Loss severity	—%	100.00%	80.00%	Decrease
		As of December 31, 2012
	Securities						Unobservable Inputs
	Assets accounted for at fair value on a recurring basis	Fair			Predominant	Significant Unobservable Input	Minimum	Maximum	Weighted Average [1]	Impact of
		Value			Valuation					Increase in Input
					Method					on Fair Value [2]
	CMBS	$	859		Discounted	Spread (encompasses prepayment, default risk and loss severity)	320 bps	3,615 bps	1,031 bps	Decrease
					cash flows
	Corporate [3]	1,371			Discounted	Spread	106 bps	900 bps	328 bps	Decrease
					cash flows
	Municipal	227			Discounted	Spread	227 bps	344 bps	258 bps	Decrease
					cash flows
	RMBS	1,373			Discounted	Spread	54 bps	1,689 bps	367 bps	Decrease
					cash flows
						Constant prepayment rate	—%	12.00%	2.00%	Decrease [4]
						Constant default rate	1.00%	24.00%	8.00%	Decrease
						Loss severity	—%	100.00%	80.00%	Decrease
Information about significant unobservable inputs used in Level 3 derivative instruments measured at fair value	'
		As of December 31, 2013
	Freestanding Derivatives					Unobservable Inputs
		Fair		Predominant Valuation	Significant	Minimum		Maximum		Impact of
		Value		Method	Unobservable Input					Increase in Input
										on Fair Value [1]
	Interest rate derivative
	Interest rate swaps	(24	)	Discounted	Swap curve beyond 30 years	4	%	4	%	Increase
				cash flows
	Long interest rate swaptions	42		Option model	Interest rate volatility	1	%	1	%	Increase
	U.S. GMWB hedging instruments
	Equity options	72		Option model	Equity volatility	21	%	29	%	Increase
	Customized swaps	74		Discounted	Equity volatility	10	%	50	%	Increase
				cash flows
	U.S. macro hedge program
	Equity options	139		Option model	Equity volatility	24	%	31	%	Increase
	International program hedging [2]
	Equity options	(35	)	Option model	Equity volatility	24	%	37	%	Increase
	Short interest rate swaptions	(13	)	Option model	Interest rate volatility	—	%	1	%	Decrease
	Long interest rate swaptions	50		Option model	Interest rate volatility	1	%	1	%	Increase
		As of December 31, 2012
	Freestanding Derivatives						Unobservable Inputs
		Fair			Predominant Valuation	Significant	Minimum		Maximum		Impact of
		Value			Method	Unobservable Input					Increase in Input
											on Fair Value [1]
	Equity derivatives
	Equity options	$	57		Option model	Equity volatility	13	%	24	%	Increase
	Interest rate derivative
	Interest rate swaps	(55		)	Discounted	Swap curve beyond 30 years	2.8	%	2.8	%	Increase
					cash flows
	Long interest rate swaptions	23			Option model	Interest rate volatility	—	%	1	%	Increase
	U.S. GMWB hedging instruments
	Equity options	281			Option model	Equity volatility	10	%	31	%	Increase
	Customized swaps	238			Discounted	Equity volatility	10	%	50	%	Increase
					cash flows
	U.S. macro hedge program
	Equity options	286			Option model	Equity volatility	24	%	43	%	Increase
	International program hedging
	Equity options	26			Option model	Equity volatility	19	%	27	%	Increase
	Long interest rate swaptions	42			Option model	Interest rate volatility	—	%	1	%	Increase
	[1]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions.
Information about significant unobservable inputs used in Level 3 living benefits measured at fair value	'
	Significant Unobservable Input	Unobservable Inputs (Minimum)	Unobservable Inputs (Maximum)	Impact of Increase in Input
				on Fair Value Measurement [1]
	Withdrawal Utilization[2]	20%	100%	Increase
	Withdrawal Rates [2]	—%	8%	Increase
	Lapse Rates [3]	—%	75%	Decrease
	Reset Elections [4]	20%	75%	Increase
	Equity Volatility [5]	10%	50%	Increase
	[1]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table.
	[2]	Ranges represent assumed cumulative percentages of policyholders taking withdrawals and the annual amounts withdrawn.
	[3]	Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business.
	[4]	Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base.
	[5]	Range represents implied market volatilities for equity indices based on multiple pricing sources.
Roll-forward of Financial Instruments Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3)	'
		Fixed Maturities, AFS
	Assets	ABS			CDOs			CMBS			Corporate			Foreign			Municipal			RMBS			Total  Fixed			Fixed
														govt./govt.									Maturities,			Maturities,
														agencies									AFS			FVO
	Fair value as of January 1, 2013	$	278		$	944		$	859		$	2,001		$	56		$	227		$	1,373		$	5,738		$	214
	Total realized/unrealized gains (losses)
	Included in net income [1], [2], [6]	(9		)	22			(27		)	5			(2		)	2			38			29			59
	Included in OCI [3]	31			138			115			(12		)	(9		)	(11		)	52			304			—
	Purchases	96			92			50			180			45			21			371			855			19
	Settlements	(8		)	(126		)	(142		)	(132		)	(4		)	—			(186		)	(598		)	(3		)
	Sales	(139		)	(365		)	(208		)	(403		)	(15		)	(126		)	(375		)	(1,631		)	(94		)
	Transfers into Level 3 [4]	3			32			65			149			—			—			—			249			2
	Transfers out of Level 3 [4]	(105		)	(73		)	(49		)	(514		)	(6		)	(44		)	(1		)	(792		)	(4		)
	Fair value as of December 31, 2013	$	147		$	664		$	663		$	1,274		$	65		$	69		$	1,272		$	4,154		$	193
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2013 [2] [7]	$	(7	)	$	—		$	(10	)	$	(9	)	$	—		$	—		$	(1	)	$	(27	)	$	43
					Freestanding Derivatives [5]
	Assets (Liabilities)	Equity			Credit			Equity			Interest			U.S.			U.S.			Intl.			Other			Total Free-
		Securities,									Rate			GMWB			Macro			Program			Contracts			Standing
		AFS												Hedging			Hedge			Hedging						Derivatives [5]
																	Program
	Fair value as of January 1, 2013	$	84		$	4		$	57		$	(32	)	$	519		$	286		$	68		$	23		$	925
	Total realized/unrealized gains (losses)
	Included in net income [1], [2], [6]	(15		)	—			(37		)	24			(372		)	(191		)	(112		)	(6		)	(694		)
	Included in OCI [3]	6			—			—			—			—			—			—			—			—
	Purchases	14			—			—			(3		)	—			44			(38		)	—			3
	Settlements	—			(2		)	(7		)	3			(4		)	—			(1		)	—			(11		)
	Sales	(3		)	—			—			—			—			—			—			—			—
	Transfers into Level 3 [4]	—			—			—			—			—			—			(8		)	—			(8		)
	Transfers out of Level 3 [4]	(9		)	—			(10		)	26			3			—			62			—			81
	Fair value as of December 31, 2013	$	77		$	2		$	3		$	18		$	146		$	139		$	(29	)	$	17		$	296
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2013 [2] [7]	$	(15	)	$	(1	)	$	(22	)	$	9		$	(390	)	$	(187	)	$	(382	)	$	(6	)	$	(979	)
	Assets	Limited Partnerships and Other Alternative Investments			Reinsurance			Separate Accounts
					Recoverable
					for U.S. GMWB
	Fair value as of January 1, 2013	$	314		$	191		$	583
	Total realized/unrealized gains (losses)
	Included in net income [1], [2], [6]	(18		)	(192		)	23
	Included in OCI [3]	—			—			—
	Purchases	135			—			250
	Settlements	—			30			(2		)
	Sales	(22		)	—			(88		)
	Transfers into Level 3 [4]	—			—			45
	Transfers out of Level 3 [4]	(301		)	—			(74		)
	Fair value as of December 31, 2013	$	108		$	29		$	737
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2013 [2] [7]	$	(18	)	$	(192	)	$	21
		Other Policyholder Funds and Benefits Payable
	Liabilities	U.S.			International			International			Equity			Total Other			Consumer
		Guaranteed			Guaranteed			Other Living			Linked			Policyholder			Notes
		Withdrawal			Living			Benefits			Notes			Funds and
		Benefits			Benefits									Benefits
														Payable
	Fair value as of January 1, 2013	$	(1,249	)	$	(50	)	$	2		$	(7	)	$	(1,304	)	$	(2	)
	Total realized/unrealized gains (losses)
	Included in net income [1], [2], [6]	1,306			13			3			(10		)	1,312			—
	Included in OCI [3]	—						—			—			—			—
	Settlements	(93		)	40			(2		)	(1		)	(56		)	—
	Fair value as of December 31, 2013	$	(36	)	$	3		$	3		$	(18	)	$	(48	)	$	(2	)
	Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2013 [2] [7]	$	1,306		$	13		$	3		$	(10	)	$	1,312		$	—
	For the year ended December 31, 2012
		Fixed Maturities, AFS
	Assets	ABS			CDOs			CMBS			Corporate			Foreign			Municipal			RMBS			Total  Fixed			Fixed
														govt./govt.									Maturities,			Maturities,
														agencies									AFS			FVO
Fair value as of January 1, 2012	$	361		$	368		$	588		$	2,255		$	49		$	437		$	1,063		$	5,121		$	495
Total realized/unrealized gains (losses)
Included in net income [1], [2], [6]	(2		)	(20		)	(83		)	3			—			(5		)	(55		)	(162		)	109
Included in OCI [3]	49			163			152			(46		)	2			41			315			676			—
Purchases	36			—			21			264			23			293			446			1,083			1
Settlements	(63		)	(47		)	(160		)	(157		)	(4		)	—			(151		)	(582		)	(1		)
Sales	(37		)	(3		)	(210		)	(114		)	(19		)	(96		)	(207		)	(686		)	(391		)
Transfers into Level 3 [4]	13			483			666			775			5			25			1			1,968			1
Transfers out of Level 3 [4]	(79		)	—			(115		)	(979		)	—			(468		)	(39		)	(1,680		)	—
Fair value as of December 31, 2012	$	278		$	944		$	859		$	2,001		$	56		$	227		$	1,373		$	5,738		$	214
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2012 [2] [7]	$	(5	)	$	(12	)	$	(46	)	$	(7	)	$	—		$	(5	)	$	(12	)	$	(87	)	$	(4	)
				Freestanding Derivatives [5]
Assets (Liabilities)	Equity			Credit			Equity			Interest			U.S.			U.S.			Intl.			Other			Total Free-
	Securities,									Rate			GMWB			Macro			Program			Contracts			Standing
	AFS												Hedging			Hedge			Hedging						Derivatives [5]
																Program
Fair value as of January 1, 2012	$	93		$	(561	)	$	40		$	(58	)	$	883		$	357		$	35		$	28		$	724
Total realized/unrealized gains (losses)
Included in net income [1], [2], [6]	8			195			(40		)	(9		)	(429		)	(323		)	(21		)	(5		)	(632		)
Included in OCI [3]	(5		)	—			—			2			—			—			—			—			2
Purchases	21			—			76			1			55			252			(58		)	—			326
Settlements	—			371			(19		)	—			(13		)	—			104			—			443
Sales	(33		)	—			—			—			—			—			—			—			—
Transfers into Level 3 [4]	—			—			—			—			—			—			—			—			—
Transfers out of Level 3 [4]	—			(1		)	—			32			23			—			8			—			62
Fair value as of December 31, 2012	$	84		$	4		$	57		$	(32	)	$	519		$	286		$	68		$	23		$	925
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2012 [2] [7]	$	5		$	146		$	(15	)	$	(12	)	$	(425	)	$	(322	)	$	(5	)	$	(4	)	$	(637	)
Assets	Limited Partnerships and Other Alternative Investments			Reinsurance Recoverable			Separate Accounts
				for U.S. GMWB
Fair value as of January 1, 2012	$	—		$	443		$	1,031
Total realized/unrealized gains (losses)
Included in net income [1], [2], [6]	(1		)	(280		)	37
Included in OCI [3]	—			—			—
Purchases	55			—			252
Settlements	—			28			(1		)
Sales	—			—			(476		)
Transfers into Level 3 [4]	260			—			443
Transfers out of Level 3 [4]	—			—			(703		)
Fair value as of December 31, 2012	$	314		$	191		$	583
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2012 [2] [7]	$	(1	)	$	(280	)	$	28
	Other Policyholder Funds and Benefits Payable
Liabilities	U.S.			International			International			Equity			Total Other			Other			Consumer
	Guaranteed			Guaranteed			Other Living			Linked			Policyholder			Liabilities			Notes
	Withdrawal			Living			Benefits			Notes			Funds and
	Benefits			Benefits									Benefits
													Payable
Fair value as of January 1, 2012	$	(2,538	)	$	(66	)	$	(5	)	$	(9	)	$	(2,618	)	$	(9	)	$	(4	)
Total realized/unrealized gains (losses)
Included in net income [1], [2], [6]	1,430			26			11			2			1,469			(34		)	2
Included in OCI [3]	—			—			—			—			—			—			—
Settlements [8]	(141		)	(10		)	(4		)	—			(155		)	43			—
Fair value as of December 31, 2012	$	(1,249	)	$	(50	)	$	2		$	(7	)	$	(1,304	)	$	—		$	(2	)
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31, 2012 [2] [7]	$	1,430		$	26		$	11		$	2		$	1,469		$	—		$	2
[1]	The Company classifies gains and losses on GMWB reinsurance derivatives and Guaranteed Living Benefit embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.
[2]	All amounts in these rows are reported in net realized capital gains/losses. The realized/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. All amounts are before income taxes and amortization DAC.
[3]	All amounts are before income taxes and amortization of DAC.
[4]	Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.
[5]	Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Consolidated Balance Sheet in other investments and other liabilities.
[6]	Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[7]	Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein.
[8]	Settlements of other liabilities reflect the removal of liabilities carried at fair value upon the deconsolidation of a variable interest entity. See note 6, Investments and Derivative Instruments for additional information.
Fair value of assets and liabilities accounted for using the fair value option	'
		For the years ended December 31,
		2013			2012
	Assets
	Fixed maturities, FVO
	Corporate	(13		)	13
	CRE CDOs	11			63
	CMBS bonds	—			(2		)
	Foreign government	(115		)	(86		)
	RMBS	—			5
	Other liabilities
	Credit-linked notes	—			(34		)
	Total realized capital gains (losses)	$	(117	)	$	(41	)
Fair value of assets and liabilities accounted for using the fair value option	'
		As of December 31,
		2013			2012
	Assets
	Fixed maturities, FVO
	ABS	$	3		$	—
	CRE CDOs	183			205
	CMBS	8			5
	Corporate	92			140
	Foreign government	518			730
	U.S. government	24			2
	Municipals	1			1
	RMBS	15			4
	Total fixed maturities, FVO	$	844		$	1,087
Financial Instruments Not Carried at Fair Value	'
			December 31, 2013						December 31, 2012
		Fair Value	Carrying			Fair			Carrying			Fair
		Hierarchy	Amount			Value			Amount			Value
		Level
	Assets
	Policy loans	Level 3	$	1,420		$	1,480		$	1,997		$	2,165
	Mortgage loans	Level 3	5,598			5,641			6,711			6,933
	Liabilities
	Other policyholder funds and benefits payable [1]	Level 3	$	9,152		$	9,352		$	9,558		$	9,910
	Senior notes [2]	Level 2	5,206			5,845			5,706			7,071
	Junior subordinated debentures [2]	Level 2	1,100			1,271			1,100			1,265
	Revolving Credit Facility	Level 2	238			238			—			—
	Consumer notes [3]	Level 3	82			82			159			159
	[1]	Excludes guarantees on variable annuities, group accident and health and universal life insurance contracts, including corporate owned life insurance.
	[2]	Included in long-term debt in the Consolidated Balance Sheets, except for current maturities, which are included in short-term debt.
	[3]	Excludes amounts carried at fair value and included in preceding disclosures.

Investments_and_Derivative_Ins1

Investments and Derivative Instruments (Tables)	12 Months Ended
	Dec. 31, 2013																															Dec. 31, 2012
Derivative [Line Items]	'																															'
Investment Income	'																															'
		For the years ended December 31,
	(Before-tax)	2013			2012			2011
	Fixed maturities [1]	$	2,623		$	3,352		$	3,382
	Equity securities, AFS	30			37			36
	Mortgage loans	262			337			281
	Policy loans	83			119			131
	Limited partnerships and other alternative investments	287			196			243
	Other investments [2]	200			297			305
	Investment expenses	(123		)	(111		)	(115		)
	Total securities AFS and other	3,362			4,227			4,263
	Equity securities, trading	6,061			4,364			(1,345		)
	Total net investment income (loss)	$	9,423		$	8,591		$	2,918
	[1]	Includes net investment income on short-term investments.
	[2]	Includes income from derivatives that hedge fixed maturities and qualify for hedge accounting.
Net Realized Capital Gains (Losses)	'																															'
		For the years ended December 31,
	(Before-tax)	2013			2012			2011
	Gross gains on sales [1]	$	2,387		$	821		$	687
	Gross losses on sales	(692		)	(440		)	(384		)
	Net OTTI losses recognized in earnings [2]	(73		)	(349		)	(174		)
	Valuation allowances on mortgage loans	(1		)	14			24
	Japanese fixed annuity contract hedges, net [3]	6			(36		)	3
	Periodic net coupon settlements on credit derivatives/Japan	(7		)	(10		)	(10		)
	Results of variable annuity hedge program
	GMWB derivatives, net	262			519			(397		)
	U.S. macro hedge program	(234		)	(340		)	(216		)
	Total U.S. program	28			179			(613		)
	International program [4]	(1,586		)	(1,467		)	691
	Total results of variable annuity hedge program	(1,558		)	(1,288		)	78
	Other, net [5]	445			544			(450		)
	Net realized capital gains (losses)	$	507		$	(744	)	$	(226	)
	[1]	Includes $1.5 billion of gains relating to the sales of the Retirement Plans and Individual Life businesses in the year ended December 31, 2013.
	[2]	Includes $177 of intent-to-sell impairments relating to the Retirement Plans and Individual Life businesses sold for the year ended December 31, 2012.
	[3]	Includes for the years ended December 31, 2013, 2012, and 2011, transactional foreign currency re-valuation related to the Japan fixed annuity product of $324, $245, and $(129) , respectively, as well as the change in value related to the derivative hedging instruments and the Japan government FVO securities of $(318), $(281), and $132, respectively.
	[4]	Includes $(57), $(72), and $0 of transactional foreign currency re-valuation for the years ended December 31, 2013, 2012, and 2011, respectively.
	[5]
Sales of Available-for-sale Securities	'																															'
		For the years ended December 31,
		2013			2012			2011
	Fixed maturities, AFS
	Sale proceeds	$	39,225		$	41,442		$	36,956
	Gross gains [1]	2,214			845			617
	Gross losses	(669		)	(416		)	(381		)
	Equity securities, AFS
	Sale proceeds	$	274		$	295		$	239
	Gross gains	96			34			59
	Gross losses	(6		)	(20		)	—
Other-Than-Temporary Impairment Losses	'																															'
		For the years ended December 31,
	(Before-tax)	2013			2012			2011
	Balance as of beginning of period	$	(1,013	)	$	(1,676	)	$	(2,072	)
	Additions for credit impairments recognized on [1]:
	Securities not previously impaired	(19		)	(28		)	(56		)
	Securities previously impaired	(13		)	(20		)	(69		)
	Reductions for credit impairments previously recognized on:
	Securities that matured or were sold during the period	469			700			505
	Securities the Company made the decision to sell or more likely than not will be required to sell	2			—			—
	Securities due to an increase in expected cash flows	22			11			16
	Balance as of end of period	$	(552	)	$	(1,013	)	$	(1,676	)
	[1] These additions are included in the net OTTI losses recognized in earnings in the Consolidated Statements of Operations.
Available-for-Sale Securities	'																															'
		December 31, 2013															December 31, 2012
		Cost or			Gross			Gross			Fair			Non-			Cost or			Gross			Gross			Fair			Non-
		Amortized			Unrealized			Unrealized			Value			Credit			Amortized			Unrealized			Unrealized			Value			Credit
		Cost			Gains			Losses						OTTI [1]			Cost			Gains			Losses						OTTI [1]
	ABS	$	2,404		$	25		$	(64	)	$	2,365		$	(2	)	$	2,883		$	63		$	(183	)	$	2,763		$	(4	)
	CDOs [2]	2,340			108			(59		)	2,387			—			3,170			60			(159		)	3,040			(14		)
	CMBS	4,288			216			(58		)	4,446			(6		)	6,083			417			(179		)	6,321			(11		)
	Corporate	27,013			1,823			(346		)	28,490			(7		)	39,694			4,631			(276		)	44,049			(19		)
	Foreign govt./govt. agencies	4,228			52			(176		)	4,104			—			3,985			191			(40		)	4,136			—
	Municipal	11,932			425			(184		)	12,173			—			13,001			1,379			(19		)	14,361			—
	RMBS	4,639			90			(82		)	4,647			(4		)	7,318			295			(133		)	7,480			(32		)
	U.S. Treasuries	3,797			7			(59		)	3,745			—			3,613			175			(16		)	3,772			—
	Total fixed maturities, AFS	60,641			2,746			(1,028		)	62,357			(19		)	79,747			7,211			(1,005		)	85,922			(80		)
	Equity securities, AFS	850			67			(49		)	868			—			866			81			(57		)	890			—
	Total AFS securities [3]	$	61,491		$	2,813		$	(1,077	)	$	63,225		$	(19	)	$	80,613		$	7,292		$	(1,062	)	$	86,812		$	(80	)
	[1] Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of December 31, 2013 and 2012.
	[2] Gross unrealized gains (losses) exclude the fair value of bifurcated embedded derivative features of certain securities. Subsequent changes in value will be recorded in net realized capital gains (losses).
	[3] As of December 31, 2012, includes fixed maturities, AFS and equity securities, AFS relating to the sales of the Retirement Plans and Individual Life businesses; see Note 2 - Business Dispositions of the Notes to Consolidated Financial Statements for further discussion of these transactions.
Contractual Maturity	'																															'
		December 31, 2013
	Contractual Maturity	Amortized Cost			Fair Value
	One year or less	$	2,195		$	2,228
	Over one year through five years	11,930			12,470
	Over five years through ten years	10,814			11,183
	Over ten years	22,031			22,631
	Subtotal	46,970			48,512
	Mortgage-backed and asset-backed securities	13,671			13,845
	Total fixed maturities, AFS	$	60,641		$	62,357
Securities Unrealized Loss Aging	'																															'
		December 31, 2013
		Less Than 12 Months									12 Months or More									Total
		Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses
	ABS	$	893		$	888		$	(5	)	$	477		$	418		$	(59	)	$	1,370		$	1,306		$	(64	)
	CDOs [1]	137			135			(2		)	1,933			1,874			(57		)	2,070			2,009			(59		)
	CMBS	812			788			(24		)	610			576			(34		)	1,422			1,364			(58		)
	Corporate	4,922			4,737			(185		)	1,225			1,064			(161		)	6,147			5,801			(346		)
	Foreign govt./govt. agencies	2,961			2,868			(93		)	343			260			(83		)	3,304			3,128			(176		)
	Municipal	3,150			2,994			(156		)	190			162			(28		)	3,340			3,156			(184		)
	RMBS	2,046			2,008			(38		)	591			547			(44		)	2,637			2,555			(82		)
	U.S. Treasuries	2,914			2,862			(52		)	33			26			(7		)	2,947			2,888			(59		)
	Total fixed maturities, AFS	17,835			17,280			(555		)	5,402			4,927			(473		)	23,237			22,207			(1,028		)
	Equity securities, AFS	196			188			(8		)	223			182			(41		)	419			370			(49		)
	Total securities in an unrealized loss position	$	18,031		$	17,468		$	(563	)	$	5,625		$	5,109		$	(514	)	$	23,656		$	22,577		$	(1,077	)
		31-Dec-12
		Less Than 12 Months									12 Months or More									Total
		Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses			Amortized Cost			Fair Value			Unrealized Losses
	ABS	$	163		$	161		$	(2	)	$	886		$	705		$	(181	)	$	1,049		$	866		$	(183	)
	CDOs [1]	5			4			(1		)	2,567			2,389			(158		)	2,572			2,393			(159		)
	CMBS	339			322			(17		)	1,248			1,086			(162		)	1,587			1,408			(179		)
	Corporate	1,261			1,218			(43		)	1,823			1,590			(233		)	3,084			2,808			(276		)
	Foreign govt./govt. agencies	1,380			1,343			(37		)	20			17			(3		)	1,400			1,360			(40		)
	Municipal	271			265			(6		)	157			144			(13		)	428			409			(19		)
	RMBS	910			908			(2		)	869			738			(131		)	1,779			1,646			(133		)
	U.S. Treasuries	583			567			(16		)	—			—			—			583			567			(16		)
	Total fixed maturities, AFS	4,912			4,788			(124		)	7,570			6,669			(881		)	12,482			11,457			(1,005		)
	Equity securities, AFS	69			67			(2		)	280			225			(55		)	349			292			(57		)
	Total securities in an unrealized loss position	$	4,981		$	4,855		$	(126	)	$	7,850		$	6,894		$	(936	)	$	12,831		$	11,749		$	(1,062	)
	[1] Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities. Subsequent changes in fair value are recorded in net realized capital gains (losses).
Mortgage Loans	'																															'
		December 31, 2013									31-Dec-12
		Amortized Cost [1]			Valuation Allowance			Carrying Value			Amortized Cost [1]			Valuation Allowance			Carrying Value
	Total commercial mortgage loans [2]	$	5,665		$	(67	)	$	5,598		$	6,779		$	(68	)	$	6,711
	[1] Amortized cost represents carrying value prior to valuation allowances, if any.
	[2] As of December 31, 2012, includes commercial mortgage loans relating to the sales of the Retirement Plans and Individual Life businesses; see Note 2 - Business Dispositions of the Notes to Consolidated
Valuation Allowance for Mortgage Loans	'																															'
		For the years ended December 31,
		2013			2012			2011
	Balance as of January 1	$	(68	)	$	(102	)	$	(155	)
	(Additions)/Reversals	(2		)	14			(26		)
	Deductions	3			20			79
	Balance as of December 31	$	(67	)	$	(68	)	$	(102	)
Commercial Mortgage Loans Credit Quality	'																															'
	Commercial Mortgage Loans Credit Quality
		December 31, 2013				31-Dec-12
	Loan-to-value	Carrying Value			Avg. Debt-Service Coverage Ratio	Carrying Value			Avg. Debt-Service Coverage Ratio
	Greater than 80%	$	101		0.99x	$	253		0.95x
	65% - 80%	1,195			1.82x	2,220			2.12x
	Less than 65%	4,302			2.53x	4,238			2.40x
	Total commercial mortgage loans	$	5,598		2.34x	$	6,711		2.24x
Mortgage Loans by Region	'																															'
	Mortgage Loans by Region
		December 31, 2013					31-Dec-12
		Carrying Value			Percent of Total		Carrying Value			Percent of Total
	East North Central	$	187		3.3	%	$	145		2.2	%
	Middle Atlantic	409			7.3	%	477			7.1	%
	Mountain	104			1.9	%	99			1.5	%
	New England	353			6.3	%	350			5.2	%
	Pacific	1,587			28.3	%	1,978			29.5	%
	South Atlantic	899			16.1	%	1,378			20.5	%
	West North Central	47			0.8	%	16			0.2	%
	West South Central	338			6	%	398			5.9	%
	Other [1]	1,674			30	%	1,870			27.9	%
	Total mortgage loans	$	5,598		100	%	$	6,711		100	%
	[1] Primarily represents loans collateralized by multiple properties in various regions.
Mortgage Loans by Property Type	'																															'
	Mortgage Loans by Property Type
		December 31, 2013					31-Dec-12
		Carrying Value			Percent of Total		Carrying Value			Percent of Total
	Commercial
	Agricultural	$	125		2.2	%	$	142		2.1	%
	Industrial	1,718			30.7	%	2,079			30.9	%
	Lodging	27			0.5	%	81			1.2	%
	Multifamily	1,155			20.6	%	1,200			17.9	%
	Office	1,278			22.8	%	1,510			22.5	%
	Retail	1,140			20.4	%	1,460			21.8	%
	Other	155			2.8	%	239			3.6	%
	Total mortgage loans	$	5,598		100	%	$	6,711		100	%
Variable Interest Entities Primary Beneficiary	'																															'
		December 31, 2013									31-Dec-12
		Total Assets			Total Liabilities [1]			Maximum Exposure to Loss [2]			Total Assets			Total Liabilities [1]			Maximum Exposure to Loss [2]
	CDOs [3]	$	31		$	33		$	—		$	89		$	88		$	7
	Investment funds [4]	164			—			173			163			—			162
	Limited partnerships	4			—			4			6			1			5
	Total	$	199		$	33		$	177		$	258		$	89		$	174
	[1] Included in other liabilities in the Company’s Consolidated Balance Sheets.
	[2] The maximum exposure to loss represents the maximum loss amount that the Company could recognize as a reduction in net investment income or as a realized capital loss and is the cost basis of the Company’s investment.
	[3] Total assets included in fixed maturities, AFS in the Company’s Consolidated Balance Sheets.
	[4] Total assets included in fixed maturities, FVO, short-term investments, and equity, AFS in the Company's Consolidated Balance Sheets.
GMWB reinsurance contracts	'																															'
		Notional Amount						Fair Value
		December 31,			December 31,			December 31,			December 31,
		2013			2012			2013			2012
	Customized swaps	$	7,839		$	7,787		$	74		$	238
	Equity swaps, options, and futures	4,237			5,130			44			267
	Interest rate swaps and futures	6,615			5,705			(77		)	67
	Total	$	18,691		$	18,622		$	41		$	572
Derivative Classification by Balance Sheet Location	'																															'
		Net Derivatives												Asset Derivatives						Liability Derivatives
		Notional Amount						Fair Value						Fair Value						Fair Value
	Hedge Designation/ Derivative Type	Dec 31, 2013			Dec 31, 2012			Dec 31, 2013			Dec 31, 2012			Dec 31, 2013			Dec 31, 2012			Dec 31, 2013			Dec 31, 2012
	Cash flow hedges
	Interest rate swaps	$	5,026		$	6,063		$	(92	)	$	271		$	50		$	271		$	(142	)	$	—
	Foreign currency swaps	143			163			(5		)	(17		)	2			3			(7		)	(20		)
	Total cash flow hedges	5,169			6,226			(97		)	254			52			274			(149		)	(20		)
	Fair value hedges
	Interest rate swaps	1,799			753			(24		)	(55		)	3			—			(27		)	(55		)
	Foreign currency swaps	—			40			—			16			—			16			—			—
	Total fair value hedges	1,799			793			(24		)	(39		)	3			16			(27		)	(55		)
	Non-qualifying strategies
	Interest rate contracts
	Interest rate swaps, caps, floors, and futures	8,453			17,117			(487		)	(497		)	171			556			(658		)	(1,053		)
	Foreign exchange contracts
	Foreign currency swaps and forwards	258			355			(9		)	(16		)	6			5			(15		)	(21		)
	Japan 3Win foreign currency swaps	1,571			1,816			(354		)	(127		)	—			—			(354		)	(127		)
	Japanese fixed annuity hedging instruments	1,436			1,652			(6		)	224			88			228			(94		)	(4		)
	Credit contracts
	Credit derivatives that purchase credit protection	938			1,823			(15		)	(8		)	1			5			(16		)	(13		)
	Credit derivatives that assume credit risk [1]	1,886			2,745			33			(29		)	36			19			(3		)	(48		)
	Credit derivatives in offsetting positions	7,764			9,497			(7		)	(32		)	76			94			(83		)	(126		)
	Equity contracts
	Equity index swaps and options	358			994			(1		)	47			19			57			(20		)	(10		)
	Variable annuity hedge program
	U.S. GMWB product derivative [2]	21,512			28,868			(36		)	(1,249		)	—			—			(36		)	(1,249		)
	U.S. GMWB reinsurance contracts	4,508			5,773			29			191			29			191			—			—
	U.S. GMWB hedging instruments	18,691			18,622			41			572			333			743			(292		)	(171		)
	U.S. macro hedge program	9,934			7,442			139			286			178			356			(39		)	(70		)
	International program product derivatives [2]	366			2,454			6			(48		)	6			—			—			(48		)
	International program hedging instruments	73,048			63,085			(33		)	169			866			1,020			(899		)	(851		)
	Other
	Contingent capital facility put option	500			500			17			23			17			23			—			—
	Modified coinsurance reinsurance contracts	1,250			—			67			—			67			—			—			—
	Total non-qualifying strategies	152,473			162,743			(616		)	(494		)	1,893			3,297			(2,509		)	(3,791		)
	Total cash flow hedges, fair value hedges, and non-qualifying strategies	$	159,441		$	169,762		$	(737	)	$	(279	)	$	1,948		$	3,587		$	(2,685	)	$	(3,866	)
	Balance Sheet Location
	Fixed maturities, available-for-sale	$	473		$	703		$	(2	)	$	(32	)	$	1		$	—		$	(3	)	$	(32	)
	Other investments	53,219			54,504			442			1,045			909			1,581			(467		)	(536		)
	Other liabilities	78,055			77,384			(1,223		)	(177		)	936			1,815			(2,159		)	(1,992		)
	Consumer notes	9			26			(2		)	(2		)	—			—			(2		)	(2		)
	Reinsurance recoverables	5,758			5,773			96			191			96			191			—			—
	Other policyholder funds and benefits payable	21,927			31,372			(48		)	(1,304		)	6			—			(54		)	(1,304		)
	Total derivatives	$	159,441		$	169,762		$	(737	)	$	(279	)	$	1,948		$	3,587		$	(2,685	)	$	(3,866	)
	[1] The derivative instruments related to this strategy are held for other investment purposes.
	[2] These derivatives are embedded within liabilities and are not held for risk management purposes.
Offsetting Assets [Table Text Block]	'																															'
		(i)				(ii)				(iii) =i) - (ii)							(iv)					(v) =iii) - (iv)											(i)			(ii)			(iii) =i) - (ii)						(iv)				(v) =iii) - (iv)
										Net Amounts Presented in the Statement of Financial Position								Collateral Disallowed for Offset in the Statement of Financial Position																					Net Amounts Presented in the Statement of Financial Position							Collateral Disallowed for Offset in the Statement of Financial Position
		Gross Amounts of Recognized Assets				Gross Amounts Offset in the Statement of Financial Position				Derivative Assets [1]				Accrued Interest and Cash Collateral Received [2]				Financial Collateral Received [4]				Net Amount											Gross Amounts of Recognized Assets			Gross Amounts Offset in the Statement of Financial Position			Derivative Assets [1]			Accrued Interest and Cash Collateral Received [2]				Financial Collateral Received [4]			Net Amount
	Description																															Description
	Other investments	$	1,845			$	1,463			$	442			$	(60	)		$	242			$	140									Other investments	$	3,396		$	2,503		$	1,045		$	(152	)		$	759		$	134
Offsetting Liabilities [Table Text Block]	'																															'
		Gross Amounts of Recognized Liabilities				Gross Amounts Offset in the Statement of Financial Position				Derivative Liabilities [3]				Accrued Interest and Cash Collateral Pledged [3]				Financial Collateral Pledged [4]				Net Amount											Gross Amounts of Recognized Liabilities			Gross Amounts Offset in the Statement of Financial Position			Derivative Liabilities [3]			Accrued Interest and Cash Collateral Pledged [3]				Financial Collateral Pledged [4]			Net Amount
	Description																															Description
	Other liabilities	$	(2,626	)		$	(1,496	)		$	(1,223	)		$	93			$	(1,204	)		$	74									Other liabilities	$	(2,528	)	$	(1,895	)	$	(177	)	$	(456	)		$	(541	)	$	(92	)
Derivatives in Cash Flow Hedging Relationships	'																															'
	Derivatives in Cash Flow Hedging Relationships
			Gain (Loss) Reclassified from AOCI into Income (Effective Portion)
		Location	2013			2012			2011
	Interest rate swaps	Net realized capital gain/(loss)	$	91		$	90		$	9
	Interest rate swaps	Net investment income	97			140			126
	Foreign currency swaps	Net realized capital gain/(loss)	4			(6		)	(3		)
	Total		$	192		$	224		$	132
	A
Derivatives in Fair Value Hedging Relationships	'																															'
	[1]	The amounts presented do not include the periodic net coupon settlements of the derivative or the coupon income (expense) related to the hedged item. The net of the amounts presented represents the ineffective portion of the hedge.
	N
Gain or loss recognized in income on non-qualifying strategies	'																															'
	[1]	The associated liability is adjusted for changes in spot rates through realized capital gains and was $250, $189 and $(100) for the years ended December 31, 2013, 2012 and 2011, respectively.
	[2]	The associated liability is adjusted for changes in spot rates through realized capital gains and losses and was $324, $245 and $(129) for the years ended December 31, 2013, 2012 and 2011, respectively.
	[3]	Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 5 - Fair Value Measurements.
	F
Credit Derivatives Description	'																															'
	31-Dec-12
									Unifying Refernced Credit Obligation(s) [1]
	Credit Derivative type by derivative risk exposure	Notional Amount [2]			Fair Value			Weighted Average Years to Maturity	Type	Average Credit Rating	Offsetting Notional Amount [3]			Offsetting Fair Value [3]
	Single name credit default swaps
	Investment grade risk exposure	$	2,321		$	7		3 years	Corporate Credit/	A	$	1,367		$	(26	)
									Foreign Gov.
	Below investment grade risk exposure	145			(1		)	1 year	Corporate Credit	B+	145			(3		)
	Basket credit default swaps [4]
	Investment grade risk exposure	3,978			7			3 years	Corporate Credit	BBB+	2,712			(13		)
	Investment grade risk exposure	330			(17		)	4 years	CMBS Credit	A	330			17
	Below investment grade risk exposure	195			(46		)	4 years	CMBS Credit	B+	195			46
	Embedded credit derivatives
	Investment grade risk exposure	525			478			4 years	Corporate Credit	BBB-	—			—
	Total [5]	$	7,494		$	428					$	4,749		$	21
	[1]	The average credit ratings are based on availability and the midpoint of the applicable ratings among Moody’s, S&P, and Fitch. If no rating is available from a rating agency, then an internally developed rating is used.
	[2]	Notional amount is equal to the maximum potential future loss amount. These derivatives are governed by agreements and clearing house rules and applicable law which include collateral posting requirements. There is no additional specific collateral related to these contracts or recourse provisions included in the contracts to offset losses.
	[3]	The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap.
	[4]	Includes $4.1 billion and $4.5 billion as of December 31, 2013 and 2012, respectively, of standard market indices of diversified portfolios of corporate issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index.
Classification and Carrying Amount of Loaned Securities and Derivative Instruments Collateral Pledged	'																															'
	y
U.S. [Member]	'																															'
Derivative [Line Items]	'																															'
Macro hedge program	'																															'
		Notional Amount						Fair Value
		December 31,			December 31,			December 31,			December 31,
		2013			2012			2013			2012
	Equity options and swaps	9,934			7,442			139			286
	Total	$	9,934		$	7,442		$	139		$	286
International [Member]	'																															'
Derivative [Line Items]	'																															'
Macro hedge program	'																															'
		Notional Amount						Fair Value
		December 31,			December 31,			December 31,			December 31,
		2013			2012			2013			2012
	Credit derivatives	$	350		$	350		$	5		$	28
	Currency forwards [1]	13,410			9,327			(60		)	(87		)
	Currency options	12,066			10,342			(54		)	(24		)
	Equity futures	999			2,332			—			—
	Equity options	3,051			3,952			(30		)	47
	Equity swaps	4,269			2,617			(119		)	(12		)
	Customized swaps	—			899			—			(11		)
	Interest rate futures	952			634			—			—
	Interest rate swaps and swaptions	37,951			32,632			225			228
	Total	$	73,048		$	63,085		$	(33	)	$	169
	[1]	As of December 31, 2013 and 2012, net notional amounts are $(1.8) billion and $0.1 billion, respectively, which include $5.8 billion and $4.7 billion, respectively, related to long positions and $7.6 billion and $4.6 billion, respectively, related to short positions.

Reinsurance_Tables

Reinsurance (Tables) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013										Dec. 31, 2012
Insurance [Abstract]	'										'
Reinsurance [Text Block]	'										'
	Reinsurance
	The Company cedes insurance to affiliated and unaffiliated insurers to enable the Company to manage capital and risk exposure. Such arrangements do not relieve the Company of its primary liability to policyholders. Failure of reinsurers to honor their obligations could result in losses to the Company. The Company's procedures include careful initial selection of its reinsurers, structuring agreements to provide collateral funds where necessary, and regularly monitoring the financial condition and ratings of its reinsurers. The Company entered into two reinsurance transactions in connection with the sales of its Retirement Plans and Individual Life businesses in January 2013. For further discussion of these transactions, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.
	Reinsurance Recoverables
	Reinsurance recoverables include balances due from reinsurance companies for paid and unpaid losses and loss adjustment expenses and are presented net of an allowance for uncollectible reinsurance. Reinsurance recoverables include an estimate of the amount of gross losses and loss adjustment expense reserves that may be ceded under the terms of the reinsurance agreements, including incurred but not reported unpaid losses. The Company’s estimate of losses and loss adjustment expense reserves ceded to reinsurers is based on assumptions that are consistent with those used in establishing the gross reserves for business ceded to the reinsurance contracts. The Company calculates its ceded reinsurance projection based on the terms of any applicable facultative and treaty reinsurance, including an estimate of how incurred but not reported losses will ultimately be ceded by reinsurance agreements. Accordingly, the Company’s estimate of reinsurance recoverables is subject to similar risks and uncertainties as the estimate of the gross reserve for unpaid losses and loss adjustment expenses.
	The Company's reinsurance recoverables are summarized as follows:
		As of December 31,
		2013			2012
	Property and Casualty Insurance Products:
	Paid loss and loss adjustment expenses	$	138		$	170
	Unpaid loss and loss adjustment expenses	2,841			2,852
	Gross reinsurance recoverable	2,979			3,022
	Allowance for uncollectible reinsurance	(244		)	(268		)
	Net reinsurance recoverables	$	2,735		$	2,754
	Life Insurance Products:
	Future policy benefits and unpaid loss and loss adjustment expenses:
	Sold businesses (MassMutual and Prudential)	$	19,374		$	—
	Other reinsurers	1,221			1,912
	Net reinsurance recoverables	$	20,595		$	1,912
	Reinsurance recoverables, net	$	23,330		$	4,666
	As of December 31, 2013, the Company has reinsurance recoverables, net from MassMutual and Prudential of $9.5 billion and $9.9 billion, respectively. These reinsurance recoverables are secured by invested assets held in trust for the benefit of the Company in the event of a default by the reinsurers. As of December 31, 2013, the fair value of assets held in trust securing the reinsurance recoverables from MassMutual and Prudential were $9.5 billion and $7.5 billion, respectively. As of December 31, 2013, the reinsurance recoverables, net from Prudential represent approximately 13% of the Company's consolidated stockholders' equity. As of December 31, 2013, the Company has no other reinsurance-related concentrations of credit risk greater than 10% of the Company’s consolidated stockholders’ equity.
	The allowance for uncollectible reinsurance reflects management’s best estimate of reinsurance cessions that may be uncollectible in the future due to reinsurers’ unwillingness or inability to pay. The Company analyzes recent developments in commutation activity between reinsurers and cedants, recent trends in arbitration and litigation outcomes in disputes between reinsurers and cedants and the overall credit quality of the Company’s reinsurers. Based on this analysis, the Company may adjust the allowance for uncollectible reinsurance or charge off reinsurer balances that are determined to be uncollectible. Where its contracts permit, the Company secures future claim obligations with various forms of collateral, including irrevocable letters of credit, secured trusts, funds held accounts and group-wide offsets.
	Due to the inherent uncertainties as to collection and the length of time before reinsurance recoverables become due, it is possible that future adjustments to the Company’s reinsurance recoverables, net of the allowance, could be required, which could have a material adverse effect on the Company’s consolidated results of operations or cash flows in a particular quarter or annual period.
Reinsurance Recoverables, Net [Table Text Block]	'										'
		As of December 31,
		2013			2012
	Property and Casualty Insurance Products:
	Paid loss and loss adjustment expenses	$	138		$	170
	Unpaid loss and loss adjustment expenses	2,841			2,852
	Gross reinsurance recoverable	2,979			3,022
	Allowance for uncollectible reinsurance	(244		)	(268		)
	Net reinsurance recoverables	$	2,735		$	2,754
	Life Insurance Products:
	Future policy benefits and unpaid loss and loss adjustment expenses:
	Sold businesses (MassMutual and Prudential)	$	19,374		$	—
	Other reinsurers	1,221			1,912
	Net reinsurance recoverables	$	20,595		$	1,912
	Reinsurance recoverables, net	$	23,330		$	4,666
Life insurance fees, earned premiums and other	'										'
		For the years ended December 31,
		2013			2012			2011
	Gross fee income, earned premiums and other	$	7,798		$	8,500		$	9,292
	Reinsurance assumed	138			137			134
	Reinsurance ceded	(1,780		)	(524		)	(524		)
	Net fee income, earned premiums and other	$	6,156		$	8,113		$	8,902
Effect of reinsurance on property and casualty premiums written and earned	'										'
		For the years ended December 31,
	Premiums Written	2013			2012			2011
	Direct	$	10,564		$	10,405		$	10,368
	Assumed	247			230			226
	Ceded	(882		)	(788		)	(742		)
	Net	$	9,929		$	9,847		$	9,852
	Premiums Earned
	Direct	$	10,494		$	10,484		$	10,337
	Assumed	241			205			225
	Ceded	(871		)	(796		)	(688		)
	Net	$	9,864		$	9,893		$	9,874
Reinsurance Recoverables	$23,330										$4,666

Deferred_Policy_Acquisition_Co1

Deferred Policy Acquisition Costs and Present Value of Future Profits (Tables)	12 Months Ended
	Dec. 31, 2013
Deferred Policy Acquisition Costs and Present Value of Future Profits [Abstract]	'
Changes in deferred policy acquisition costs and present value of future profits	'
	Changes in the DAC balance are as follows:	For the years ended December 31,
		2013			2012			2011
	Balance, beginning of period	$	5,725		$	6,556		$	7,473
	Deferred Costs	1,330			1,639			1,696
	Amortization — DAC	(1,615		)	(1,844		)	(2,025		)
	Amortization — Unlock benefit (charge), pre-tax [1]	(1,086		)	(144		)	(419		)
	Amortization — DAC related to business dispositions [2] [3]	(2,229		)	—			—
	Adjustments to unrealized gains and losses on securities available-for-sale and other [4]	122			(364		)	(240		)
	Effect of currency translation	(86		)	(118		)	71
	Balance, end of period	$	2,161		$	5,725		$	6,556

Goodwill_and_Other_Intangible_1

Goodwill and Other Intangible Assets (Tables)	12 Months Ended
	Dec. 31, 2013
Goodwill and Intangible Assets Disclosure [Abstract]	'
Carrying amount of goodwill allocated to reporting segment	'
		December 31, 2013										December 31, 2012
		Gross		Accumulated Impairments			Business Dispositions [1]			Carrying Value		Gross		Accumulated Impairments			Business Dispositions [2]			Carrying Value
	Property & Casualty Commercial	$	30	$	(30	)	$	—		$	—	$	30	$	(30	)	$	—		$	—
	Consumer Markets	119		—			—			119		119		—			—			119
	Mutual Funds [4]	149		—			—			149		159		—			(10		)	149
	Talcott Resolution:
	Individual Life [4]	—		—			—			—		224		—			(224		)	—
	Retirement Plans [4]	87		—			(87		)	—		87		—			—			87
	Total Talcott Resolution	87		—			(87		)	—		311		—			(224		)	87
	Corporate [3][4]	654		(355		)	(69		)	230		772		(355		)	(118		)	299
	Total	$	1,039	$	(385	)	$	(156	)	$	498	$	1,391	$	(385	)	$	(352	)	$	654
	[1]	Represents a reduction in goodwill recognized in connection with the sale of Retirement Plans.
	[2]	Represents a reduction in goodwill recognized in connection with the sale of WFS and a goodwill impairment recognized in connection with the sale of Individual Life.
	[3]	Carrying value as of December 31, 2013 includes $138 and $92, respectively, for the Group Benefits and Mutual Funds reporting units. Carrying value as of December 31, 2012 includes $138, $92 and $69, respectively, for the Group Benefits, Mutual Funds and Retirement Plans reporting units.
	[4]	For further information, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.

Separate_Accounts_Death_Benefi1

Separate Accounts, Death Benefits and Other Insurance Benefit Features (Tables)	12 Months Ended
	Dec. 31, 2013
Separate Accounts, Death Benefits and Other Insurance Benefit Features [Abstract]	'
Changes in the gross U.S. GMDB, International GMDB/GMIB, and UL secondary guarantee benefits	'
		U.S. GMDB			International			UL Secondary
					GMDB/GMIB			Guarantees
	Liability balance as of January 1, 2013	$	918		$	661		$	363
	Incurred	182			82			292
	Paid	(135		)	(73		)	—
	Unlock	(116		)	(301		)	2
	Impact of reinsurance transaction	—			—			1,145
	Currency translation adjustment	—			(97		)	—
	Liability balance as of December 31, 2013	$	849		$	272		$	1,802
	Reinsurance recoverable asset, as of January 1, 2013	$	608		$	36		$	21
	Incurred	104			9			296
	Paid	(98		)	(14		)	—
	Unlock	(81		)	(2		)	—
	Impact of reinsurance transaction	—			—			1,485
	Currency translation adjustment	—			(6		)	—
	Reinsurance recoverable asset, as of December 31, 2013	$	533		$	23		$	1,802
		U.S. GMDB			International			UL Secondary
					GMDB/GMIB			Guarantees
	Liability balance as of January 1, 2012	$	1,104		$	975		$	228
	Incurred	210			133			113
	Paid	(185		)	(189		)	—
	Unlock	(211		)	(155		)	22
	Currency translation adjustment	—			(103		)	—
	Liability balance as of December 31, 2012	$	918		$	661		$	363
	Reinsurance recoverable asset, as of January 1, 2012	$	724		$	40		$	22
	Incurred	121			9			(1		)
	Paid	(121		)	(27		)	—
	Unlock	(116		)	18			—
	Currency translation adjustment	—			(4		)	—
	Reinsurance recoverable asset, as of December 31, 2012	$	608		$	36		$	21
Individual Variable and Group Annuity Account Value By GMDB GMIB Type	'
	Individual Variable Annuity Account Value by GMDB/GMIB Type
	Maximum anniversary value (“MAV”) [1]	Account			Net Amount			Retained Net			Weighted Average
		Value			at Risk			Amount			Attained Age of
		(“AV”) [8]			(“NAR”) [10]			at Risk			Annuitant
								(“RNAR”) [10]
	MAV only	$	19,638		$	2,914		$	519		69
	With 5% rollup [2]	1,610			232			64			69
	With Earnings Protection Benefit Rider (“EPB”) [3]	4,862			629			86			67
	With 5% rollup & EPB	588			119			26			70
	Total MAV	26,698			3,894			695
	Asset Protection Benefit (“APB”) [4]	18,579			277			186			68
	Lifetime Income Benefit (“LIB”) – Death Benefit [5]	773			9			9			66
	Reset [6] (5-7 years)	3,286			74			74			69
	Return of Premium (“ROP”) [7]/Other	12,476			71			62			67
	Subtotal U.S. GMDB	61,812			4,325			1,026			68
	Less: General Account Value with U.S. GMDB	4,349
	Subtotal Separate Account Liabilities with GMDB	57,463
	Separate Account Liabilities without U.S. GMDB	83,423
	Total Separate Account Liabilities	$	140,886
	Japan GMDB [9], [11]	$	20,130		$	779		$	552		71
	Japan GMIB [9], [11]	$	18,483		$	128		$	128		71
	[1]	MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals).
	[2]	Rollup GMDB is the greatest of the MAV, current AV, net premium paid and premiums (adjusted for withdrawals) accumulated at generally 5% simple interest up to the earlier of age 80 years or 100% of adjusted premiums.
	[3]	EPB GMDB is the greatest of the MAV, current AV, or contract value plus a percentage of the contract’s growth. The contract’s growth is AV less premiums net of withdrawals, subject to a cap of 200% of premiums net of withdrawals.
	[4]	APB GMDB is the greater of current AV or MAV, not to exceed current AV plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months).
	[5]	LIB GMDB is the greatest of current AV, net premiums paid, or for certain contracts a benefit amount that ratchets over time, generally based on market performance.
	[6]	Reset GMDB is the greatest of current AV, net premiums paid and the most recent five to seven year anniversary AV before age 80 years (adjusted for withdrawals).
	[7]	ROP GMDB is the greater of current AV or net premiums paid.
	[8]	AV includes the contract holder’s investment in the separate account and the general account.
	[9]	GMDB includes a ROP and MAV (before age 80 years) paid in a single lump sum. GMIB is a guarantee to return initial investment, adjusted for earnings liquidity which allows for free withdrawal of earnings, paid through a fixed payout annuity, after a minimum deferral period of 10 years, 15 years or 20 years. The GRB related to the Japan GMIB was $16.8 billion as of December 31, 2013. The GRB related to the Japan GMAB and GMWB was $365 as of December 31, 2013. These liabilities are not included in the Separate Account as they are not legally insulated from the general account liabilities of the insurance enterprise. As of December 31, 2013, 30% of the GMDB RNAR and 80% of the GMIB NAR is reinsured to a Hartford affiliate; as a result, the effects of the reinsurance are not reflected in this disclosure.
	[10]	NAR is defined as the guaranteed benefit in excess of the current AV. RNAR represents NAR reduced for reinsurance. NAR and RNAR are highly sensitive to equity markets movements and increase when equity markets decline. Additionally Japan’s NAR and RNAR are highly sensitive to currency movements and increase when the Yen strengthens.
	[11]	Policies with a guaranteed living benefit (GMIB in Japan) also have a guaranteed death benefit. The NAR for each benefit is shown in the table above, however these benefits are not additive. When a policy terminates due to death, any NAR related to GMWB or GMIB is released. Similarly, when a policy goes into benefit status on a GMWB or GMIB, its GMDB NAR is released.
Account balances of contracts with guarantees	'
	Asset type	As of December 31, 2013			As of December 31, 2012
	Equity securities (including mutual funds)	$	52,858		$	58,208
	Cash and cash equivalents	4,605			6,940
	Total	$	57,463		$	65,148

Sales_Inducements_Tables

Sales Inducements (Tables)	12 Months Ended
	Dec. 31, 2013
Deferred Sales Inducements [Abstract]	'
Changes in Deferred Sales Inducements	'
		For the years ended December 31,
		2013			2012			2011
	Balance, beginning of period	$	325		$	434		$	459
	Sales inducements deferred	—			7			20
	Amortization — Unlock charge [1]	(72		)	(82		)	(28		)
	Amortization charged to income	(33		)	(34		)	(17		)
	Amortization charged to business dispositions [2]	(71		)	—			—
	Balance, end of period	$	149		$	325		$	434

Reserves_for_Future_Policy_Ben1

Reserves for Future Policy Benefits and Unpaid Losses and Loss Adjustment Expenses (Tables)	12 Months Ended
	Dec. 31, 2013
Reserves for Future Policy Benefits and Unpaid Losses and Loss Adjustment Expenses [Abstract]	'
Property and Casualty Insurance Products Rollforward of Liabilities for Unpaid Losses and Loss Adjustment Expenses	'
		For the years ended December 31,
		2013			2012			2011
	Beginning liabilities for unpaid losses and loss adjustment expenses, gross	$	21,716		$	21,550		$	21,025
	Reinsurance and other recoverables	3,027			3,033			3,077
	Beginning liabilities for unpaid losses and loss adjustment expenses, net	18,689			18,517			17,948
	Add provision for unpaid losses and loss adjustment expenses
	Current year	6,621			7,274			7,420
	Prior years	192			(4		)	367
	Total provision for unpaid losses and loss adjustment expenses	6,813			7,270			7,787
	Less payments
	Current year	2,552			2,882			3,181
	Prior years	4,274			4,216			4,037
	Total payments	6,826			7,098			7,218
	Ending liabilities for unpaid losses and loss adjustment expenses, net	18,676			18,689			18,517
	Reinsurance and other recoverables	3,028			3,027			3,033
	Ending liabilities for unpaid losses and loss adjustment expenses, gross	$	21,704		$	21,716		$	21,550
Property and Casualty Insurance Products Prior Accident Years Reserve Development	'
		For the years ended December 31,
		2013			2012			2011
	Auto liability	$	144		$	(25	)	$	(97	)
	Homeowners	(6		)	(32		)	(1		)
	Professional liability	(29		)	40			29
	Package business	2			(20		)	(76		)
	General liability	(75		)	(87		)	(40		)
	Fidelity and surety	(8		)	(9		)	(7		)
	Commercial property	(7		)	(8		)	(4		)
	Net asbestos reserves	130			48			294
	Net environmental reserves	12			10			26
	Uncollectible reinsurance	(25		)	—			—
	Workers’ compensation	(2		)	78			171
	Workers’ compensation - NY 25a Fund for Reopened Cases	80			—			—
	Change in workers’ compensation discount, including accretion	30			52			38
	Catastrophes	(63		)	(66		)	37
	Other reserve re-estimates, net	$	9		$	15		$	(3	)
	Total prior accident years development	$	192		$	(4	)	$	367
Life Insurance Products Rollforward of Liabilities for Unpaid Losses and Loss Adjustment Expenses	'
		For the years ended December 31,
		2013			2012			2011
	Beginning liabilities for unpaid losses and loss adjustment expenses, gross	$	6,547		$	6,547		$	6,388
	Reinsurance recoverables	252			233			209
	Beginning liabilities for unpaid losses and loss adjustment expenses, net	6,295			6,314			6,179
	Add provision for unpaid losses and loss adjustment expenses
	Current year	2,534			2,989			3,196
	Prior years	(17		)	52			98
	Total provision for unpaid losses and loss adjustment expenses	2,517			3,041			3,294
	Less payments
	Current year	1,207			1,460			1,524
	Prior years	1,564			1,600			1,635
	Total payments	2,771			3,060			3,159
	Ending liabilities for unpaid losses and loss adjustment expenses, net	6,041			6,295			6,314
	Reinsurance recoverables	267			252			233
	Ending liabilities for unpaid losses and loss adjustment expenses, gross	$	6,308		$	6,547		$	6,547
Life Insurance Products Liability for future policy benefits and unpaid losses and loss adjustment expenses	'
		2013			2012
	Group life term, disability and accident unpaid losses and loss adjustment expenses	$	6,308		$	6,547
	Group life other unpaid losses and loss adjustment expenses	206			206
	Individual life unpaid losses and loss adjustment expenses	167			173
	Future policy benefits	12,988			12,350
	Future policy benefits and unpaid losses and loss adjustment expenses	$	19,669		$	19,276

Commitments_and_Contingencies_

Commitments and Contingencies Commitments and Contingencies (Tables)	12 Months Ended
	Dec. 31, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Future Minimum Lease Commitments	'
		Operating Leases
	2014	$	59
	2015	51
	2016	40
	2017	31
	2018	22
	Thereafter	28
	Total minimum lease payments [1]	$	231
	[1] Excludes expected future minimum sublease income of approximately $4, $3, $2, $2, $2 and $4, in 2014, 2015, 2016, 2017, 2018 and thereafter respectively.

Income_Taxes_Tables

Income Taxes (Tables)	12 Months Ended
	Dec. 31, 2013
Income Tax Disclosure [Abstract]	'
Provision (benefit) for income taxes	'
		For the years ended December 31,
		2013			2012			2011
	Income Tax Expense (Benefit)
	Current - U.S. Federal	$	219		$	33		$	(543	)
	International	89			6			22
	Total current	308			39			(521		)
	Deferred - U.S. Federal Excluding NOL Carryforward	(233		)	(377		)	921
	U.S. Net Operating Loss Carryforward	(86		)	(301		)	(652		)
	International	(236		)	158			(121		)
	Total deferred	(555		)	(520		)	148
	Total income tax benefit	$	(247	)	$	(481	)	$	(373	)
Deferred tax assets (liabilities)	'
		As of December 31,
	Deferred Tax Assets	2013			2012
	Tax discount on loss reserves	$	632		$	621
	Tax basis deferred policy acquisition costs	207			481
	Unearned premium reserve and other underwriting related reserves	434			414
	Investment-related items	1,641			1,525
	Insurance product derivatives	13			454
	Employee benefits	523			599
	Minimum tax credit	823			860
	Net operating loss carryover	1,093			1,007
	Foreign tax credit carryover	163			149
	Capital loss carryover	—			5
	Other	63			118
	Total Deferred Tax Assets	5,592			6,233
	Valuation Allowance	(4		)	(58		)
	Deferred Tax Assets, Net of Valuation Allowance	5,588			6,175
	Deferred Tax Liabilities
	Financial statement deferred policy acquisition costs and reserves	(894		)	(1,694		)
	Net unrealized gains on investments	(669		)	(2,396		)
	Other depreciable and amortizable assets	(185		)	(143		)
	Total Deferred Tax Liabilities	(1,748		)	(4,233		)
	Net Deferred Tax Asset	$	3,840		$	1,942
Reconciliation of tax provision at U.S. federal statutory rate to provision for income taxes	'
		For the years ended December 31,
		2013			2012			2011
	Tax provision (benefit) at U.S. Federal statutory rate	$	22		$	(203	)	$	70
	Tax-exempt interest	(138		)	(141		)	(148		)
	Dividends received deduction	(139		)	(145		)	(206		)
	Valuation allowance	(2		)	—			(85		)
	Other	10			8			(4		)
	Provision (benefit) for income taxes	$	(247	)	$	(481	)	$	(373	)

Debt_Tables

Debt (Tables)	12 Months Ended
	Dec. 31, 2013
Debt Disclosure [Abstract]	'
Short-Term and Long-Term Debt by Issuance	'
		As of December 31,
		2013		2012
	Revolving Credit Facilities	$	238	$	—
	Senior Notes and Debentures
	4.625% Notes, due 2013	—		320
	4.75% Notes, due 2014	200		200
	4.0% Notes, due 2015	289		300
	7.3% Notes, due 2015	167		200
	5.5% Notes, due 2016	275		300
	5.375% Notes, due 2017	415		499
	4.0% Notes, due 2017	295		325
	6.3% Notes, due 2018	320		500
	6.0% Notes, due 2019	413		500
	5.5% Notes, due 2020	499		499
	5.125% Notes, due 2022	796		796
	7.65% Notes, due 2027	79		149
	7.375% Notes, due 2031	63		92
	5.95% Notes, due 2036	298		298
	6.625% Notes, due 2040	295		299
	6.1% Notes, due 2041	326		325
	6.625% Notes, due 2042	178		424
	4.3% Notes, due 2043	298		—
	Junior Subordinated Debentures
	7.875% Notes, due 2042	600		600
	8.125% Notes, due 2068	500		500
	Total Notes and Debentures	6,306		7,126
	Less: Current maturities	200		320
	Long-Term Debt	6,106		6,806
	Total Debt	$	6,544	$	7,126
Long-Term Debt Maturities	'
	2014	$	200
	2015	456
	2016	275
	2017	711
	2018	320
	Thereafter	4,438
Commercial Paper and Revolving Credit Facility	'
	m

Equity_Tables

Equity (Tables)	12 Months Ended
	Dec. 31, 2013
Equity [Abstract]	'
Statutory Net Income (Loss)	'
		For the years ended December 31,
	Statutory Net Income (Loss)	2013		2012		2011
	U.S. life insurance subsidiaries, includes domestic captive insurance subsidiaries	$	2,144	$	592	$	(1,272	)
	Property and casualty insurance subsidiaries	1,217		883		514
	Total	$	3,361	$	1,475	$	(758	)
Statutory Surplus	'
		As of December 31,
	Statutory Capital and Surplus	2013		2012
	U.S. life insurance subsidiaries, includes domestic captive insurance subsidiaries	$	6,639	$	6,410
	Property and casualty insurance subsidiaries	8,022		7,645
	Total	$	14,661	$	14,055

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Loss), Net of Tax (Tables)	12 Months Ended
	Dec. 31, 2013
Equity [Abstract]	'
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]	'
		Net Unrealized Gain on Securities			OTTI Losses in OCI			Net Gain (Loss) on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Pension and Other Postretirement Plan Adjustments			Total AOCI
	Beginning balance	$	3,418		$	(47	)	$	428		$	406		$	(1,362	)	$	2,843
	OCI before reclassifications	(1,416		)	51			(195		)	(337		)	74			(1,823		)
	Amounts reclassified from AOCI	(1,015		)	(16		)	(125		)	22			35			(1,099		)
	Net OCI	(2,431		)	35			(320		)	(315		)	109			(2,922		)
	Ending balance	$	987		$	(12	)	$	108		$	91		$	(1,253	)	$	(79	)
	For the year ended December 31, 2012
		Net Unrealized Gain on Securities			OTTI Losses in OCI			Net Gain (Loss) on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Pension and Other Postretirement Plan Adjustments			Total AOCI
	Beginning balance	$	1,511		$	(99	)	$	516		$	574		$	(1,251	)	$	1,251
	OCI before reclassifications	1,928			149			58			(168		)	(320		)	1,647
	Amounts reclassified from AOCI	(21		)	(97		)	(146		)	—			209			(55		)
	Net OCI	1,907			52			(88		)	(168		)	(111		)	1,592
	Ending balance	$	3,418		$	(47	)	$	428		$	406		$	(1,362	)	$	2,843
	For the year ended December 31, 2011
		Net Unrealized Gain on Securities			OTTI Losses in OCI			Net Gain (Loss) on Cash Flow Hedging Instruments			Foreign Currency Translation Adjustments			Pension and Other Postretirement Plan Adjustments			Total AOCI
	Beginning balance	$	(556	)	$	(108	)	$	385		$	467		$	(1,178	)	$	(990	)
	OCI before reclassifications	2,151			37			217			107			(170		)	2,342
	Amounts reclassified from AOCI	(84		)	(28		)	(86		)	—			97			(101		)
	Net OCI	2,067			9			131			107			(73		)	2,241
	Ending balance	$	1,511		$	(99	)	$	516		$	574		$	(1,251	)	$	1,251

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	12 Months Ended
	Dec. 31, 2013
Compensation and Retirement Disclosure [Abstract]	'
Weighted average assumptions used in calculating net periodic benefit cost other postretirement pension plans	'
		Pension Benefits				Other Postretirement Benefits
		2013		2012		2013		2012
	Discount rate	4.75	%	4	%	4.25	%	3.5	%
	Rate of increase in compensation levels	—	%	3.75	%	N/A		N/A
Weighted average assumptions used in calculating the net periodic benefit cost for the company pension plans	'
		For the years ended December 31,
		2013		2012		2011
	Discount rate	4	%	4.5	%	5.5	%
	Expected long-term rate of return on plan assets	7.1	%	7.3	%	7.3	%
	Rate of increase in compensation levels	3.75	%	3.75	%	4	%
Weighted average assumptions used in calculating the net periodic benefit cost for the company other postretirement plans	'
		For the years ended December 31,
		2013		2012		2011
	Discount rate	3.5	%	4	%	5.25	%
	Expected long-term rate of return on plan assets	7.1	%	7.3	%	7.3	%
Assumed health care cost trend rates	'
		As of December 31,
		2013		2012		2011
	Pre-65 health care cost trend rate	8.05	%	8.45	%	8.95	%
	Post-65 health care cost trend rate	5.7	%	6.15	%	7.75	%
	Rate to which the cost trend rate is assumed to decline (the ultimate trend rate)	5	%	4.75	%	5	%
	Year that the rate reaches the ultimate trend rate	2021		2020		2019
Change in benefit obligation	'
		Pension Benefits						Other Postretirement Benefits
	Change in Benefit Obligation	2013			2012			2013			2012
	Benefit obligation — beginning of year	$	6,080		$	5,465		$	313		$	424
	Service cost (excluding expenses)	1			92			—			2
	Interest cost	238			250			11			14
	Plan participants’ contributions	—			—			24			20
	Actuarial loss (gain)	14			28			39			1
	Settlements	—			(3		)	—			—
	Curtailment gain due to plan freeze	—			(42		)	—			(116		)
	Change in assumptions	(508		)	545			(19		)	19
	Benefits paid	(308		)	(256		)	(58		)	(54		)
	Retiree drug subsidy	—			—			2			3
	Foreign exchange adjustment	(1		)	1			—			—
	Benefit obligation — end of year	$	5,516		$	6,080		$	312		$	313
Change in plan assets	'
								Other Postretirement
		Pension Benefits						Benefits
	Change in Plan Assets	2013			2012			2013			2012
	Fair value of plan assets — beginning of year	$	4,850		$	4,513		$	220		$	203
	Actual return on plan assets	(27		)	381			13			17
	Employer contributions	101			201			—			—
	Benefits paid [1]	(278		)	(230		)	(20		)	—
	Expenses paid	(15		)	(13		)	—			—
	Settlements	—			(3		)	—			—
	Foreign exchange adjustment	(1		)	1			—			—
	Fair value of plan assets — end of year	$	4,630		$	4,850		$	213		$	220
	Funded status — end of year	$	(886	)	$	(1,230	)	$	(99	)	$	(93	)
Defined benefit pension plans with accumulated benefit obligation in excess of plan assets	'
		As of December 31,
		2013			2012
	Projected benefit obligation	$	5,516		$	6,080
	Accumulated benefit obligation	5,515			6,079
	Fair value of plan assets	4,630			4,850
Amounts recognized in consolidated balance sheet	'
		Pension Benefits						Other Postretirement Benefits
		2013			2012			2013			2012
	Other assets	$	—		$	—		$	—		$	—
	Other liabilities	886			1,230			99			93
	Total	$	886		$	1,230		$	99		$	93
Components of net periodic benefit cost	'
		Pension Benefits									Other Postretirement Benefits
		2013			2012			2011			2013			2012			2011
	Service cost	$	1		$	92		$	102		$	—		$	2		$	5
	Interest cost	238			250			259			11			14			20
	Expected return on plan assets	(315		)	(312		)	(298		)	(14		)	(14		)	(14		)
	Amortization of prior service credit	—			(9		)	(9		)	(7		)	(4		)	(1		)
	Amortization of actuarial loss	59			231			159			2			1			—
	Settlements	—			1			—			—			—			—
	Curtailment gain due to plan freeze	—			(11		)	—			—			(1		)	—
	Net periodic benefit cost	$	(17	)	$	242		$	213		$	(8	)	$	(2	)	$	10
Amounts recognized in other comprehensive income (loss)	'
		Pension Benefits						Other Postretirement Benefits
		2013			2012			2013			2012
	Amortization of actuarial loss	$	(59	)	$	(231	)	$	(2	)	$	(1	)
	Settlement loss	—			(1		)	—			—
	Amortization of prior service credit	—			21			7			(111		)
	Net (gain) loss arising during the year	(137		)	477			21			18
	Total	$	(196	)	$	266		$	26		$	(94	)
Amounts in accumulated other comprehensive income (loss) on a before tax basis that have not yet been recognized as components of net periodic benefit cost	'
		Pension Benefits						Other Postretirement Benefits
		2013			2012			2013			2012
	Net loss	$	1,979		$	2,175		$	77		$	58
	Prior service credit	—			—			(103		)	(110		)
	Total	$	1,979		$	2,175		$	(26	)	$	(52	)
Target allocation by asset category	'
				Target Asset Allocation
		Pension Plans				Other Postretirement Plans
		(minimum)		(maximum)		(minimum)		(maximum)
	Equity securities	10	%	25	%	15	%	35	%
	Fixed income securities	50	%	70	%	65	%	85	%
	Alternative assets	10	%	25	%	—	%	—	%
Weighted average asset allocation	'
		Percentage of Pension Plans Assets				Percentage of Other Postretirement Plans
		At Fair Value as of December 31,				Assets at Fair Value as of December 31,
		2013		2012		2013		2012
	Equity securities	23	%	20	%	31	%	23	%
	Fixed income securities	57	%	60	%	68	%	77	%
	Alternative Assets	20	%	20	%	1	%	—	%
	Total	100	%	100	%	100	%	100	%
Fair values of company pension plan assets	'
		Pension Plan Assets at Fair Value as of December 31, 2013
	Asset Category	Level 1			Level 2			Level 3			Total
	Short-term investments:	$	13		$	364		$	—		$	377
	Fixed Income Securities:
	Corporate	—			890			12			902
	RMBS	—			156			2			158
	U.S. Treasuries	10			922			1			933
	Foreign government	—			42			4			46
	CMBS	—			196			1			197
	Other fixed income [1]	—			85			10			95
	Equity Securities:
	Large-cap domestic	—			514			—			514
	Mid-cap domestic	50			—			—			50
	Small-cap domestic	50			—			—			50
	International	459			1			—			460
	Other equities	—			—			—			—
	Other investments:
	Hedge funds	—			499			361			860
	Total pension plan assets at fair value [2]	$	582		$	3,669		$	391		$	4,642
	[1]	Includes ABS, municipal bonds, and foreign bonds.
	[2]	Excludes approximately $34 of investment payables net of investment receivables that are not carried at fair value. Also excludes approximately $22 of interest receivable carried at fair value.
		Pension Plan Assets at Fair Value as of December 31, 2012
	Asset Category	Level 1			Level 2			Level 3			Total
	Short-term investments:	$	2		$	514		$	—		$	516
	Fixed Income Securities:
	Corporate	—			908			3			911
	RMBS	—			325			3			328
	U.S. Treasuries	35			980			—			1,015
	Foreign government	—			52			2			54
	CMBS	—			166			—			166
	Other fixed income [1]	—			77			9			86
	Equity Securities:
	Large-cap domestic	—			591			—			591
	Mid-cap domestic	51			—			—			51
	Small-cap domestic	44			—			—			44
	International	258			—			—			258
	Other equities	—			1			—			1
	Other investments:
	Hedge funds	—			633			263			896
	Total pension plan assets at fair value [2]	$	390		$	4,247		$	280		$	4,917
	[1]	Includes ABS and municipal bonds.
	[2]	Excludes approximately $76 of investment payables net of investment receivables that are not carried at fair value. Also excludes approximately $9 of interest receivable carried at fair value.
Pension plan asset fair value measurements using significant unobservable inputs	'
	Pension Plan Asset Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Assets	Corporate			RMBS			Foreign government			Other fixed income			Hedge funds			Totals
	Fair Value as of January 1, 2012	$	3		$	11		$	3		$	4		$	759		$	780
	Realized gains/(losses), net	—			(1		)	—			—			17			16
	Changes in unrealized gains/(losses), net	1			1			—			—			(2		)	—
	Purchases	1			17			1			10			267			296
	Sales	(2		)	(25		)	(2		)	(1		)	(106		)	(136		)
	Transfers into Level 3	—			—			—			3			—			3
	Transfers out of Level 3	—			—			—			(7		)	(672		)	(679		)
	Fair Value as of December 31, 2012	$	3		$	3		$	2		$	9		$	263		$	280
	Pension Plan Asset Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	Assets	Corporate			RMBS			Foreign government			Other fixed income			Hedge funds			Totals
	Fair Value as of January 1, 2013	$	3		$	3		$	2		$	9		$	263		$	280
	Realized gains/(losses), net	—			—			—			—			(6		)	(6		)
	Changes in unrealized gains/(losses), net	—			—			—			(1		)	2			1
	Purchases	12			—			2			10			200			224
	Sales	(3		)	(1		)	—			(3		)	(79		)	(86		)
	Transfers into Level 3	—			—			—			1			36			37
	Transfers out of Level 3	—			—			—			(4		)	(55		)	(59		)
	Fair Value as of December 31, 2013	$	12		$	2		$	4		$	12		$	361		$	391
Fair value of other postretirement plan assets	'
		Other Postretirement Plan Assets
		at Fair Value as of December 31, 2013
	Asset Category	Level 1			Level 2			Level 3			Total
	Short-term investments	$	—		$	10		$	—		$	10
	Fixed Income Securities:
	Corporate	—			55			—			55
	RMBS	—			19			—			19
	U.S. Treasuries	—			38			—			38
	Foreign government	—			1			—			1
	CMBS	—			24			—			24
	Other fixed income	—			4			—			4
	Equity Securities:
	Large-cap	—			66			—			66
	Total other postretirement plan assets at fair value [1]	$	—		$	217		$	—		$	217
		Other Postretirement Plan Assets
		at Fair Value as of December 31, 2012
	Asset Category	Level 1			Level 2			Level 3			Total
	Short-term investments	$	—		$	14		$	—		$	14
	Fixed Income Securities:
	Corporate	—			65			—			65
	RMBS	—			46			—			46
	U.S. Treasuries	—			24			—			24
	Foreign government	—			1			—			1
	CMBS	—			24			—			24
	Other fixed income	—			5			—			5
	Equity Securities:
	Large-cap	—			50			—			50
	Total other postretirement plan assets at fair value [1]	$	—		$	229		$	—		$	229
	[1] Excludes approximately $10 of investment payables net of investment receivables that are not carried at fair value and
	approximately $1 of interest receivable carried at fair value.
Company's prior contributions	'
	Employer Contributions	Pension Benefits			Other Postretirement Benefits
	2013	$	101		$	—
	2012	$	201		$	—
Benefits expected to be paid	'
		Pension Benefits			Other Postretirement Benefits
	2014	$	324		$	43
	2015	310			40
	2016	317			37
	2017	324			34
	2018	331			32
	2019 - 2023	1,740			121
	Total	$	3,346		$	307
Other postretirement benefits expected to be received under the medicare part d subsidy	'
	2014	$	3
	2015	3
	2016	4
	2017	4
	2018	4
	2019 - 2023	22
	Total	$	40

Stock_Compensation_Plans_Table

Stock Compensation Plans (Tables)	12 Months Ended
	Dec. 31, 2013
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Stock based Compensation Plans	'
		For the year ended December 31,
		2013			2012			2011
	Stock-based compensation plans expense	$	69		$	95		$	53
	Income tax benefit	(24		)	(33		)	(19		)
	Total stock-based compensation plans expense, after-tax	$	45		$	62		$	34
The risk-free rate for periods within the contractual life of the option	'
		For the year ended December 31,
		2013				2012
	Expected dividend yield	1.70%				1.30%
	Expected annualized spot volatility	31.1	%	-	48.10%	38.6	%	-	51.50%
	Weighted average annualized volatility	47.30%				51.40%
	Risk-free spot rate	0.1	%	-	1.90%	0.1	%	-	2.00%
	Expected term	5.0 years				5.2 years
Summary of the status of non-qualified stock options included in the company's stock plans	'
		Number of Options		Weighted			Weighted	Aggregate
		(in thousands)		Average			Average	Intrinsic Value
				Exercise Price			Remaining
							Contractual
							Term
	Outstanding at beginning of year	4,537		$	38.42		5.2 years	$	—
	Granted	1,287		24.15
	Exercised	(405	)	16.36
	Forfeited	(364	)	41.19
	Expired	(521	)	37.65
	Outstanding at end of year	4,534		36.34			6.2 years	$	—
	Outstanding, fully vested and expected to vest	4,389		36.78			6.2 years	$	—
	Exercisable at end of year	2,188		$	50.03		3.8 years	$	—
Summary of the status of the Company's non-vested share awards	'
	Non-vested Shares	Shares (in thousands)		Weighted-Average Grant-Date Fair Value
	Non-vested at beginning of year	6,991		$	22.98
	Granted	4,291		26.61
	Vested	(1,511	)	25.54
	Forfeited	(1,228	)	22.86
	Non-vested at end of year	8,543		$	24.37
Deferred stock uinit plan	'
	Non-vested Units	Restricted Units (in thousands)		Weighted-Average Grant-Date Fair Value
	Non-vested at beginning of year	309		25.08
	Granted	—		—
	Vested	(306	)	25.04
	Forfeited	(3	)	28.99
	Non-vested at end of year	—		$	—

Discontinued_Operations_Tables

Discontinued Operations (Tables)	12 Months Ended
	Dec. 31, 2013
Discontinued Operations and Disposal Groups [Abstract]	'
Discontinued operations in condensed consolidated statements of operations	'
		As of December 31, 2012
		Carrying Value
	Total fixed maturities, AFS at fair value (amortized cost of $13,916) [1]	15,349
	Equity securities, AFS, at fair value (cost of $35) [2]	37
	Fixed maturities, at fair value using the FVO [3]	16
	Mortgage loans (net of allowances for loan losses of $1)	1,364
	Policy loans, at outstanding balance	582
	Total invested assets transferred	$	17,348
	[1] Includes $14.7 billion and $670 of securities in level 2 and 3 of the fair value hierarchy, respectively.
	[2] All equity securities transferred are included in level 2 of the fair value hierarchy.
	[3] All FVO securities transferred are included in level 3 of the fair value hierarchy.
		For the years ended December 31,
		2013			2012			2011
	Revenues
	Earned premiums	$	4		$	—		$	—
	Fee income and other	13			46			50
	Net investment income (loss)
	Securities available-for-sale and other	(3		)	10			26
	Equity securities, trading	140			201			(14		)
	Total Net Investment Income	137			211			12
	Net realized capital losses	(49		)	33			75
	Other revenues	—			—			48
	Total revenues	105			290			185
	Benefits, losses and expenses
	Benefits, losses and loss adjustment expenses	2			2			(2		)
	Benefits, losses and loss adjustment expenses - returns credited on international variable annuities	140			201			(14		)
	Amortization of DAC	—			—			—
	Insurance operating costs and other expenses	23			39			95
	Total benefits, losses and expenses	165			242			79
	Income (loss) before income taxes	(60		)	48			106
	Income tax expense (benefit)	(28		)	(15		)	49
	Income (loss) from operations of discontinued operations, net of tax	(32		)	63			57
	Net realized capital gain (loss) on disposal, net of tax [1]	(102		)	(1		)	82
	Income (loss) from discontinued operations, net of tax	$	(134	)	$	62		$	139
	[1] Includes an income tax benefit of $219 on the sale of HLIL for the year ended December 31, 2013.

Restructuring_Severance_and_Ot1

Restructuring, Severance and Other Costs (Tables)	12 Months Ended																															35 Months Ended
	Dec. 31, 2013															Dec. 31, 2012																Dec. 31, 2013
Restructuring, Severance and Other Costs [Abstract]	'															'																'
Schedule of Estimated Restructuring Reserve by Segment	'															'																'
	Property & Casualty Commercial	$	6
	Consumer Markets	3
	Group Benefits	1
	Mutual Funds	4
	Talcott Resolution	69
	Corporate	264
	Total estimated restructuring and other costs	$	347
Restructuring and Related Costs [Table Text Block]	'															'																'
		For the Years Ended December 31,
		2013			2012			2011
	Severance benefits	$	22		$	148		$	17
	Professional fees	19			44			—
	Asset impairment charges	20			5			—
	Contract termination and other charges	6			2			8
	Total restructuring and other costs	$	67		$	199		$	25
Schedule of restructuring costs, by segment	'															'																'
		For the Years Ended December 31,
		2013			2012			2011
	Property & Casualty Commercial	$	1		$	5		$	—
	Consumer Markets	—			1			—
	Group Benefits	—			1			—
	Mutual Funds	1			3			—
	Talcott Resolution	1			68			—
	Corporate	64			121			25
	Total restructuring and other costs	$	67		$	199		$	25
Schedule of Restructuring Reserve by Type of Cost [Table Text Block]	'Total Restructuring and Other Costs															'																'
																	For the year ended December 31, 2013
																	Severance Benefits and Related Costs			Professional Fees			Asset impairment charges			Contract Termination and Other Charges			Total Restructuring and Other Costs
																Balance, beginning of period	$	70		$	—		$	—		$	—		$	70
																Accruals/provisions	22			19			20			6			67
																Payments/write-offs	(70		)	(19		)	(20		)	—			(109		)
																Balance, end of period	$	22		$	—		$	—		$	6		$	28
																	For the year ended December 31, 2012
																	Severance Benefits and Related Costs			Professional Fees			Asset impairment charges			Contract Termination and Other Charges			Total Restructuring and Other Costs
																Balance, beginning of period	$	12		$	—		$	—		$	5		$	17
																Accruals/provisions	148			44			5			2			199
																Payments/write-offs	(90		)	(44		)	(5		)	(7		)	(146		)
																Balance, end of period	$	70		$	—		$	—		$	—		$	70
Restructuring, Severance and Other Costs	'															'																'291
																Restructuring and Other Costs
																As a result of a strategic business realignment announced in 2012, the Company is currently focusing on its Property & Casualty, Group Benefits and Mutual Fund businesses. In addition, the Company implemented restructuring activities in 2011 across several areas aimed at reducing overall expense levels. The Company intends to substantially complete the related restructuring activities over the next 24 months. For related discussion of the Company's business disposition transactions, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.
		For the year ended December 31, 2013														Termination benefits related to workforce reductions and lease and other contract terminations have been accrued through December 31, 2013. Additional costs, mainly severance benefits and other related costs and professional fees, expected to be incurred subsequent to December 31, 2013, and asset impairment charges, if any, will be expensed in the period incurred as appropriate.
																In 2013, the Company initiated a plan to consolidate its real estate operations in Connecticut, including the intention to exit certain facilities and relocate employees. The consolidation of real estate in Connecticut is consistent with the Company's strategic business realignment and follows the completion of sales of the Retirement Plans and Individual Life businesses. Asset related charges will be incurred over the remaining estimated useful life of facilities, and relocation and other maintenance charges will be recognized as incurred. The program costs will be recognized in the Corporate category for segment reporting.
		Severance Benefits and Related Costs			Professional Fees			Asset impairment charges			Contract Termination and Other Charges		Total Restructuring and Other Costs			Restructuring and other costs of approximately $291, before tax have been incurred by the Company to date in connection with these activities. The Company's estimate of and actual costs incurred for restructuring activities may differ from its current estimate as the Company executes on its operational and strategic initiatives.
																Estimated restructuring and other costs, including costs incurred to date, as of December 31, 2013 are as follows:
	Balance, beginning of period	$	70		$	—		$	—		$	—	$	70
	Accruals/provisions	22			19			20			6		67			Property & Casualty Commercial	$	6
	Payments/write-offs	(70		)	(19		)	(20		)	—		(109		)	Consumer Markets	3
	Balance, end of period	$	22		$	—		$	—		$	6	$	28		Group Benefits	1
																Mutual Funds	4
																Talcott Resolution	69
																Corporate	264
																Total estimated restructuring and other costs	$	347
																Restructuring and other costs, pre-tax incurred in connection with these activities are as follows:
																	For the Years Ended December 31,
																	2013			2012			2011
																Severance benefits	$	22		$	148		$	17
																Professional fees	19			44			—
																Asset impairment charges	20			5			—
																Contract termination and other charges	6			2			8
																Total restructuring and other costs	$	67		$	199		$	25
																Restructuring and other costs costs, included in insurance operating costs and other expenses in the Consolidated Statements of Operations for each reporting segment, as well as the Corporate category are as follows:
																	For the Years Ended December 31,
																	2013			2012			2011
																Property & Casualty Commercial	$	1		$	5		$	—
																Consumer Markets	—			1			—
																Group Benefits	—			1			—
																Mutual Funds	1			3			—
																Talcott Resolution	1			68			—
																Corporate	64			121			25
																Total restructuring and other costs	$	67		$	199		$	25
																Changes in the accrued restructuring and other costs liability balance included in other liabilities in the Consolidated Balance Sheets are as follows:
																	For the year ended December 31, 2013
																	Severance Benefits and Related Costs			Professional Fees			Asset impairment charges			Contract Termination and Other Charges			Total Restructuring and Other Costs
																Balance, beginning of period	$	70		$	—		$	—		$	—		$	70
																Accruals/provisions	22			19			20			6			67
																Payments/write-offs	(70		)	(19		)	(20		)	—			(109		)
																Balance, end of period	$	22		$	—		$	—		$	6		$	28
																	For the year ended December 31, 2012
																	Severance Benefits and Related Costs			Professional Fees			Asset impairment charges			Contract Termination and Other Charges			Total Restructuring and Other Costs
																Balance, beginning of period	$	12		$	—		$	—		$	5		$	17
																Accruals/provisions	148			44			5			2			199
																Payments/write-offs	(90		)	(44		)	(5		)	(7		)	(146		)
																Balance, end of period	$	70		$	—		$	—		$	—		$	70

Quarterly_Results_Unaudited_Ta

Quarterly Results (Unaudited) (Tables)	12 Months Ended
	Dec. 31, 2013
Quarterly Financial Information Disclosure [Abstract]	'
Schedule of quarterly financial information	'
		Three months ended
		March 31,					June 30,						September 30,						December 31,
		2013			2012		2013			2012			2013			2012			2013			2012
	Revenues	$	9,043		$	7,525	$	5,465		$	4,565		$	5,641		$	6,332		$	6,087		$	7,700
	Benefits, losses and expenses	9,480			7,544		5,685			4,839			5,298			6,380			5,710			7,940
	Income (loss) from continuing operations, net of tax	(240		)	60		(64		)	(108		)	298			(7		)	316			(45		)
	Income (loss) from discontinued operations, net of tax	(1		)	36		(126		)	7			(5		)	20			(2		)	(1		)
	Net income (loss)	(241		)	96		(190		)	(101		)	293			13			314			(46		)
	Less: Preferred stock dividends and accretion of discount	10			10		—			11			—			10			—			11
	Net income (loss) available to common shareholders [1]	$	(251	)	$	86	$	(190	)	$	(112	)	$	293		$	3		$	314		$	(57	)
	Basic earnings (losses) per common share	$	(0.58	)	$	0.2	$	(0.42	)	$	(0.26	)	$	0.65		$	0.01		$	0.7		$	(0.13	)
	Diluted earnings (losses) per common share [1]	$	(0.58	)	$	0.18	$	(0.42	)	$	(0.26	)	$	0.6		$	0.01		$	0.65		$	(0.13	)
	Weighted average common shares outstanding, basic	436.3			440.7		451.4			438.2			452.1			435.8			451.1			436.2
	Weighted average shares outstanding and dilutive potential common shares	436.3			469		451.4			438.2			490.6			461.7			486.1			436.2
	[1] In periods of a net loss available to common shareholders, the Company uses basic weighted average common shares outstanding in the calculation of diluted loss per common share, since the inclusion of shares for warrants, stock compensation plans and the assumed conversion of the preferred shares to common would have been antidilutive to the earnings (loss) per common share calculation. In the absence of the net loss available to common shareholders, weighted average common shares outstanding and dilutive potential common shares would have totaled 485.8 million , 488.9 million, 493.1 million and 489.0 million for the three months ended June 30, 2012, December 31, 2012, March 31, 2013 and June 30, 2013, respectively. In addition, assuming the impact of mandatory convertible preferred shares was not antidilutive, weighted average common shares outstanding and dilutive potential common shares would have totaled 489.9 million and 482.7 million for the three months ended March 31, 2012 and September 30, 2012, respectively.

Basis_of_Presentation_and_Acco3

Basis of Presentation and Accounting Policies (Details Textual) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'
Total stockholders' equity	$18,905,000,000	$22,447,000,000	$21,486,000,000
Percentage of net written premium for participating property and casualty insurance policies	10.00%	10.00%	9.00%
Participating dividend to policyholders	16,000,000	14,000,000	18,000,000
Participating policies as percentage of gross insurance in force	1.00%	'	'
Policy holder dividends	18,000,000	20,000,000	17,000,000
Valuation allowance, loss contingency for Loans with an LTV ratio	90.00%	'	'
Maximum uncollateralized threshold for derivative counter party for single level entity	10,000,000	'	'
Gross profit estimates term for most life insurance product contacts	'20 years	'	'
Accumulated depreciation	2,200,000,000	2,000,000,000	'
Depreciation	174,000,000	183,000,000	216,000,000
Percentage of weighted average interest rate	4.70%	4.90%	4.40%
Allowance for Doubtful Accounts and Other [Member]	'	'	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'
Allowance for Doubtful Accounts, Premiums and Other Receivables	$125,000,000	$117,000,000	'
Property, Liability and Casualty Insurance Product Line [Member]	'	'	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'
Percentage of weighted average interest rate	3.50%	'	'
Property Casualty Commercial [Member]	'	'	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'
Percentage of weighted average interest rate	'	4.00%	'

Business_Dispositions_Sale_of_

Business Dispositions (Sale of Retirement Plans and Individual Life) (Details) (USD $)

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

12 Months Ended

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Jun. 30, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Mar. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2012

Jul. 30, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Hartford Life International Limited [Member]

Hartford Life International Limited [Member]

Retirement Plans [Member]

Retirement Plans [Member]

Retirement Plans [Member]

Individual Life [Member]

Individual Life [Member]

Individual Life [Member]

Individual Life [Member]

Individual Life [Member]

Hartford Life Private Placement LLC [Member]

Subsequent Event [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Prudential [Member]

Philadelphia Financial [Member]

Retirement Plans [Member]

Mass Mutual [Member]

Prudential [Member]

Mass Mutual [Member]

Prudential [Member]

Mass Mutual [Member]

Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Proceeds from Divestiture of Businesses

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$355,000,000

'

'

'

$615,000,000

'

'

'

'

'

'

'

'

'

Gain (Loss) on Disposition of Assets

'

'

'

'

'

'

'

'

'

'

'

'

285,000,000

102,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Net realized gain (loss) on disposal, net of tax

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

61,000,000

'

'

'

'

'

Policyholder liabilities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

9,200,000,000

'

'

'

8,700,000,000

'

'

'

'

'

'

'

'

Separate accounts liabilities

57,463,000,000

[1]

'

'

'

'

'

'

'

'

57,463,000,000

[1]

'

'

'

'

'

26,300,000,000

'

'

'

5,300,000,000

'

'

'

'

'

'

'

'

Invested assets transferreed at carrying value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

8,000,000,000

'

9,300,000,000

'

'

'

'

Disposal Group, Assets of Business Transferred under Modified Coinsurance Arrangement

1,300,000,000

'

'

'

'

'

'

'

'

1,300,000,000

'

'

'

'

'

'

'

'

'

'

'

1,400,000,000

'

'

'

'

'

'

Deferred acquisition costs, deferred income taxes, goodwill, property and equipment and other assets associated with the disposition

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

200,000,000

'

'

'

1,800,000,000

'

'

'

'

'

'

'

'

Sale of Retirement Plans, Transition Period

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'18 months

'

'24 months

'

Other liabilities associated with the disposition

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,500,000,000

'

'

'

'

'

'

'

'

Reinsurance loss on disposition, including goodwill impairment

'

'

'

'

'

'

'

'

'

'

'

'

'

'

24,000,000

'

'

0

'

533,000,000

'

'

'

'

'

'

'

'

Disposal Group, Not Discontinued Operation, Reinsurance Loss

'

'

'

'

'

'

'

'

'

1,574,000,000

533,000,000

0

'

'

634,000,000

'

'

'

940,000,000

'

'

'

'

'

'

'

'

'

Gain (Loss) on Investments

'

'

'

'

'

'

'

'

'

'

'

'

'

'

634,000,000

'

'

'

'

940,000,000

'

'

'

'

'

'

'

'

Gain (Loss) on Disposition of Business

'

'

'

'

'

'

'

'

'

1,575,000,000

0

0

'

'

0

'

'

'

'

'

'

'

'

'

'

'

'

'

Goodwill impairment loss

'

'

'

'

'

'

'

'

10

0

0

30,000,000

'

'

'

'

'

'

'

342,000,000

'

'

'

'

'

'

'

'

Loss contingency in period

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

191,000,000

'

'

'

'

'

'

'

'

Total revenues

6,087,000,000

5,641,000,000

5,465,000,000

9,043,000,000

7,700,000,000

6,332,000,000

4,565,000,000

7,525,000,000

'

26,236,000,000

26,122,000,000

21,733,000,000

'

'

'

706,000,000

766,000,000

'

'

1,381,000,000

1,385,000,000

'

'

'

'

'

'

'

Net income (loss)

'

$293,000,000

($190,000,000)

($241,000,000)

'

$13,000,000

($101,000,000)

$96,000,000

'

$176,000,000

($38,000,000)

$712,000,000

'

'

'

($39,000,000)

$3,000,000

'

'

($172,000,000)

$114,000,000

'

'

'

'

'

'

'

Sale of Life Insurance Products, Transition Period

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'18 months

'

'24 months

[1]

AV includes the contract holderbs investment in the separate account and the general account.

Business_Dispositions_Invested

Business Dispositions (Invested Assets Transferred) (Details) (USD $)

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2010

Dec. 31, 2009

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

In Millions, unless otherwise specified

Retirement Plans and Individual Life Businesses [Member]

Retirement Plans and Individual Life Businesses [Member]

ABS [Member]

ABS [Member]

Collateralized Debt Obligations [Member]

Collateralized Debt Obligations [Member]

CMBS [Member]

CMBS [Member]

Corporate [Member]

Corporate [Member]

Foreign government/government agencies [Member]

Foreign government/government agencies [Member]

Municipal [Member]

Municipal [Member]

RMBS [Member]

RMBS [Member]

U.S. Treasuries [Member]

U.S. Treasuries [Member]

Fair Value, Inputs, Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Retirement Plans and Individual Life Businesses [Member]

Retirement Plans and Individual Life Businesses [Member]

Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Intent to sell impairment

'

'

'

'

'

$177

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Gains on derivatives hedging

'

'

'

'

'

108

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair value

63,225

86,812

'

'

'

15,349

[1]

'

2,365

2,763

2,387

[2]

3,040

[2]

4,446

6,321

28,490

[2]

44,049

[2]

4,104

4,136

12,173

14,361

4,647

7,480

3,745

3,772

14,700

'

'

670

Equity securities, AFS, at fair value

868

890

'

'

'

37

[3]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fixed maturities, available-for-sale, at fair value

62,357

[4]

85,922

'

'

'

16

[5]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Carrying value

5,598

6,711

'

'

'

1,364

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

5,598

6,711

'

Policy loans, at outstanding balance

1,420

1,997

'

'

'

582

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,420

1,997

'

Total invested assets transferred

'

'

'

'

'

17,348

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fixed maturities, available-for-sale, at amortized cost

60,641

[6]

79,747

[6]

'

'

'

'

13,916

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Equity securities, available-for-sale, at cost

850

[4]

866

[4]

'

'

'

'

35

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Mortgage loans loss, allowances

$67

$68

$102

$102

$155

'

$1

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

[1]

Includes $14.7 billion and $670 of securities in level 2 and 3 of the fair value hierarchy, respectively.

[2]

Gross unrealized gains (losses)B exclude the fair value of bifurcated embedded derivative features of certain securities. Subsequent changes in value will be recorded in net realized capital gains (losses).

[3]

All equity securities transferred are included in level 2 of the fair value hierarchy.

[4]

{F|ahBzfndlYmZpbGluZ3MtaHJkcmoLEgZYTUxEb2MiXlhCUkxEb2NHZW5JbmZvOjYyZmE1MmE2MjgzNjQxYmE5YjcxMDJiNmY1MzRkNjY2fFRleHRTZWxlY3Rpb246OTVBRUUyNzk0RjQ2OTVBOEVEODBEQzdCMkQxMzlCMjMM}

[5]

All FVO securities transferred are included in level 3 of the fair value hierarchy.

[6]

As of DecemberB 31, 2012, includes fixed maturities, AFS and equity securities, AFS relating to the sales of the Retirement Plans and Individual Life businesses; see Note 2 - Business Dispositions of the Notes to Consolidated Financial Statements for further discussion of these transactions.

Earnings_Loss_per_Share_Detail

Earnings (Loss) per Share (Details) (USD $)

3 Months Ended

12 Months Ended

In Millions, except Per Share data, unless otherwise specified

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Income (loss) from continuing operations

'

'

'

'

'

'

'

'

'

'

'

Income (loss) from continuing operations, net of tax

'

'

'

'

'

'

'

'

$310

($100)

$573

Less: Preferred stock dividends and accretion of discount

'

'

'

'

'

'

'

'

10

42

42

Income (loss) from continuing operations, net of tax, available to common shareholders

'

'

'

'

'

'

'

'

300

-142

531

Income (loss) from discontinued operations, net of tax

-2

-5

-126

-1

-1

20

7

36

-134

62

139

Net income (loss)

'

'

'

'

'

'

'

'

'

'

'

Net income (loss)

'

293

-190

-241

'

13

-101

96

176

-38

712

Less: Preferred stock dividends and accretion of discount

'

'

'

'

'

'

'

'

10

42

42

Net income (loss) available to common shareholders

$314

$293

($190)

($251)

($57)

$3

($112)

$86

$166

($80)

$670

Shares

'

'

'

'

'

'

'

'

'

'

'

Weighted average common shares outstanding, basic

451.1

452.1

451.4

436.3

436.2

435.8

438.2

440.7

447.7

437.7

445

Dilutive effect of warrants

'

'

'

'

'

'

'

'

32.2

0

31.9

Dilutive effect of stock compensation plans

'

'

'

'

'

'

'

'

4.5

0

1.1

Weighted average shares outstanding and dilutive potential common shares

486.1

490.6

451.4

436.3

436.2

461.7

438.2

469

484.4

437.7

478

Basic

'

'

'

'

'

'

'

'

'

'

'

Income (loss) from continuing operations, net of tax, available to common shareholders

'

'

'

'

'

'

'

'

$0.67

($0.32)

$1.19

Income (loss) from discontinued operations, net of tax

'

'

'

'

'

'

'

'

($0.30)

$0.14

$0.32

Net income (loss) available to common shareholders

$0.70

$0.65

($0.42)

($0.58)

($0.13)

$0.01

($0.26)

$0.20

$0.37

($0.18)

$1.51

Diluted

'

'

'

'

'

'

'

'

'

'

'

Income (loss) from continuing operations, net of tax, available to common shareholders

'

'

'

'

'

'

'

'

$0.62

($0.32)

$1.11

Income (loss) from discontinued operations, net of tax

'

'

'

'

'

'

'

'

($0.28)

$0.14

$0.29

Net income (loss) available to common shareholders

$0.65

[1]

$0.60

[1]

($0.42)

[1]

($0.58)

[1]

($0.13)

[1]

$0.01

[1]

($0.26)

[1]

$0.18

[1]

$0.34

($0.18)

$1.40

[1]

In periods of a net loss available to common shareholders, the Company uses basic weighted average common shares outstanding in the calculation of diluted loss per common share, since the inclusion of shares for warrants, stock compensation plans and the assumed conversion of the preferred shares to common would have been antidilutive to the earnings (loss) per common share calculation. In the absence of the net loss available to common shareholders, weighted average common shares outstanding and dilutive potential common shares would have totaled 485.8 million , 488.9 million, 493.1 million and 489.0 million for the three months ended June 30, 2012, December 31, 2012, March 31, 2013 and June 30, 2013, respectively. In addition, assuming the impact of mandatory convertible preferred shares was not antidilutive, weighted average common shares outstanding and dilutive potential common shares would have totaled 489.9 million and 482.7 million for the three months ended MarchB 31, 2012 and September 30, 2012, respectively.

Earnings_Loss_per_Share_Earnin

Earnings (Loss) per Share Earnings (Loss) per Share (Warrants) (Details)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Class of Warrant or Right [Line Items]	'	'	'
Incremental Common Shares Attributable to Dilutive Effect of Call Options and Warrants	32.2	0	31.9
Exercise price of warrant	9.504	9.599	9.699

Earnings_Loss_per_Share_Earnin1

Earnings (Loss) per Share Earnings (Loss) per Share (Antidilutive Securities) (Details)	3 Months Ended						12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012	Sep. 30, 2012	Jun. 30, 2012	Mar. 31, 2012	Dec. 31, 2012
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'	'	'	'	'	'	'
Weighted Average Common Shares Outstanding and Dilutive Potential Common Shares Impact of Mandatory Convertible Preferred Shares Was Not Antidilutive	489	493.1	488.9	482.7	485.8	489.9	'
Weighted average common shares outstanding and dilutive potential common shares assuming conversion of preferred shares	'	'	'	'	'	'	486.8
Warrant [Member]	'	'	'	'	'	'	'
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'	'	'	'	'	'	'
Weighted average common shares outstanding and dilutive potential common shares in absence of loss	'	'	'	'	'	'	26
Stock Compensation Plan [Member]	'	'	'	'	'	'	'
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'	'	'	'	'	'	'
Weighted average common shares outstanding and dilutive potential common shares in absence of loss	'	'	'	'	'	'	2.2
Convertible Preferred Stock Subject to Mandatory Redemption [Member]	'	'	'	'	'	'	'
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'	'	'	'	'	'	'
Weighted average common shares outstanding and dilutive potential common shares in absence of loss	'	'	'	'	'	'	20.9

Segment_Information_Net_Income

Segment Information (Net Income (Loss) by Segment) (Details) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Segment Reporting Information [Line Items]	'	'	'	'	'
Net income (loss)	$314	($46)	$176	($38)	$712
Property & Casualty Commercial [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net income (loss)	'	'	870	547	526
Consumer Markets [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net income (loss)	'	'	229	166	7
Property & Casualty Other Operations [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net income (loss)	'	'	-2	57	-117
Group Benefits [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net income (loss)	'	'	192	129	92
Mutual Funds [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net income (loss)	'	'	76	71	98
Talcott Resolution [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net income (loss)	'	'	-634	1	540
Corporate [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net income (loss)	'	'	($555)	($1,009)	($434)

Segment_Information_Revenues_b

Segment Information (Revenues by Product Line) (Details) (USD $)

3 Months Ended

12 Months Ended

In Millions, unless otherwise specified

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

earned premium, fee income and other considerations

'

'

'

'

'

'

'

'

$16,031

$18,017

$18,788

Earned premiums, fees and other considerations

6,087

5,641

5,465

9,043

7,700

6,332

4,565

7,525

26,236

26,122

21,733

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Securities available-for-sale and other

'

'

'

'

'

'

'

'

3,362

4,227

4,263

Equity securities, trading

'

'

'

'

'

'

'

'

6,061

4,364

-1,345

Total net investment income

'

'

'

'

'

'

'

'

9,423

8,591

2,918

Net realized capital losses

'

'

'

'

'

'

'

'

507

-744

-226

Other revenues

'

'

'

'

'

'

'

'

275

258

253

Earned premiums, fees and other considerations

6,087

5,641

5,465

9,043

7,700

6,332

4,565

7,525

26,236

26,122

21,733

Property & Casualty Commercial [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

6,203

6,259

6,127

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

6,203

6,259

6,127

Workers' Compensation [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

2,975

2,987

2,809

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

2,975

2,987

2,809

Property [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

521

505

528

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

521

505

528

Automobile [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

579

587

583

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

579

587

583

Package Business [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

1,139

1,160

1,145

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

1,139

1,160

1,145

Liability [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

566

562

540

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

566

562

540

Fidelity and Surety [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

201

205

215

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

201

205

215

Professional Liability [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

222

253

307

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

222

253

307

Consumer Markets [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

3,660

[1]

3,636

[1]

3,747

[1]

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

3,660

[1]

3,636

[1]

3,747

[1]

Automobile [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

2,522

2,526

2,619

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

2,522

2,526

2,619

Homeowners [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

1,138

1,110

1,128

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

1,138

1,110

1,128

Group Benefits [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

3,330

3,810

4,147

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

3,330

3,810

4,147

Group Disability [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

1,452

1,735

1,929

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

1,452

1,735

1,929

Group life [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

1,717

1,881

2,024

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

1,717

1,881

2,024

Other [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

161

194

194

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

161

194

194

Mutual Funds [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

678

599

649

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

678

599

649

Non-proprietary [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

526

487

541

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

526

487

541

Proprietary [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

152

112

108

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

152

112

108

Talcott Resolution [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

2,148

3,548

3,909

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

2,148

3,548

3,909

Property and Casualty Other Operations [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

1

-2

0

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

1

-2

0

Corporate [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

11

167

209

Net investment income:

'

'

'

'

'

'

'

'

'

'

'

Earned premiums, fees and other considerations

'

'

'

'

'

'

'

'

$11

$167

$209

[1]

For 2013, 2012 and 2011, AARP members accounted for earned premiums of $2.9 billion, $2.8 billion and $2.8 billion, respectively.

Segment_Information_Geographic

Segment Information (Geographical Revenue Information) (Details) (USD $)	3 Months Ended								12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012	Sep. 30, 2012	Jun. 30, 2012	Mar. 31, 2012	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Revenues From External Customers And Long Lived Assets [Line Items]	'	'	'	'	'	'	'	'	'	'	'
Revenues	$6,087	$5,641	$5,465	$9,043	$7,700	$6,332	$4,565	$7,525	$26,236	$26,122	$21,733
U.S. [Member]	'	'	'	'	'	'	'	'	'	'	'
Revenues From External Customers And Long Lived Assets [Line Items]	'	'	'	'	'	'	'	'	'	'	'
Revenues	'	'	'	'	'	'	'	'	20,688	21,814	21,561
Japan [Member]	'	'	'	'	'	'	'	'	'	'	'
Revenues From External Customers And Long Lived Assets [Line Items]	'	'	'	'	'	'	'	'	'	'	'
Revenues	'	'	'	'	'	'	'	'	5,548	4,363	135
Other Category [Member]	'	'	'	'	'	'	'	'	'	'	'
Revenues From External Customers And Long Lived Assets [Line Items]	'	'	'	'	'	'	'	'	'	'	'
Revenues	'	'	'	'	'	'	'	'	$0	($55)	$37

Segment_Information_Amortizati

Segment Information (Amortization of Deferred Policy Acquisition Costs and Present Value of Future Profits) (Details 3) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Segment Reporting Information [Line Items]	'	'	'
Amortization of deferred policy acquisition costs and present value of future profits	$2,701	$1,988	$2,444
Property & Casualty Commercial [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Amortization of deferred policy acquisition costs and present value of future profits	905	927	917
Consumer Markets [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Amortization of deferred policy acquisition costs and present value of future profits	332	332	337
Group Benefits [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Amortization of deferred policy acquisition costs and present value of future profits	33	33	35
Mutual Funds [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Amortization of deferred policy acquisition costs and present value of future profits	39	35	47
Talcott Resolution [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Amortization of deferred policy acquisition costs and present value of future profits	$1,392	$661	$1,108

Segment_Information_Income_Tax

Segment Information (Income Tax Expense (Benefit) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Segment Reporting Information [Line Items]	'	'	'
Income tax expense (benefit)	($247,000,000)	($481,000,000)	($373,000,000)
Property & Casualty Commercial [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Income tax expense (benefit)	320,000,000	159,000,000	37,000,000
Consumer Markets [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Income tax expense (benefit)	100,000,000	65,000,000	-22,000,000
Property and Casualty Other Operations [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Income tax expense (benefit)	-20,000,000	14,000,000	-74,000,000
Group Benefits [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Income tax expense (benefit)	63,000,000	31,000,000	1,000,000
Mutual Funds [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Income tax expense (benefit)	42,000,000	38,000,000	54,000,000
Talcott Resolution [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Income tax expense (benefit)	-500,000,000	-271,000,000	-168,000,000
Corporate [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Income tax expense (benefit)	($252,000,000)	($517,000,000)	($201,000,000)

Segment_Information_Assets_Det

Segment Information (Assets) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Segment Reporting Information [Line Items]	'	'
Total assets	$277,884	$298,513
Property & Casualty Commercial [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	27,119	25,595
Consumer Markets [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	5,873	6,024
Property and Casualty Other Operations [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	4,331	4,509
Group Benefits [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	8,882	9,545
Mutual Funds [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	307	325
Talcott Resolution [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	222,269	243,836
Corporate [Member]	'	'
Segment Reporting Information [Line Items]	'	'
Total assets	$9,103	$8,679

Segment_Information_Details_Te

Segment Information (Details Textual) (USD $)	12 Months Ended
In Billions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Segment Information (Additional Textual) [Abstract]	'	'	'
Number of company reporting segments	6	'	'
Personal Lines [Member]	'	'	'
Segment Information (Textual) [Abstract]	'	'	'
AARP earned premiums	$2.90	$2.80	$2.80

Fair_Value_Measurements_Detail

Fair Value Measurements (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Lower Range of Daily Percentage Price Change Analyses	3.00%		'
Upper Range of Daily Percentage Price Change Analyses	5.00%		'
Percentage Change of Monthly Analyses Identify Price	3.00%		'
Percentage Difference of Sale Trade Price from Prior Days Price	3.00%		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	$62,357	[1]	$85,922
Fixed maturities, FVO	844		1,087
Equity securities, trading	19,745		28,933
Equity securities, AFS	868		890
Short-term investments	4,008		4,581
Limited partnerships and other alternative investments (includes variable interest entity assets of $6 and $7)	3,040		3,015
Fair Value, Measurements, Recurring [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	62,357		85,922
Fixed maturities, FVO	844		1,087
Equity securities, trading	19,745		28,933
Equity securities, AFS	868		890
Derivative Asset	442	[2]	'
Short-term investments	4,008		4,581
Limited partnerships and other alternative investments (includes variable interest entity assets of $6 and $7)	921	[3]	907
Reinsurance recoverable for U.S. GMWB	29		191
Coinsurance and Modified Coinsurance Reinsurance Contracts	67		'
Separate account assets	138,495	[4]	138,509	[4]
Total assets accounted for at fair value on a recurring basis	227,776		262,065
Percentage of level to total	100.00%		100.00%
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-1,273		-1,483
Fair Value, Measurements, Recurring [Member] | Other policyholder funds and benefits payable [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-48		-1,304
Fair Value, Measurements, Recurring [Member] | Other liabilities [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	'		0
Fair Value, Measurements, Recurring [Member] | Consumer Notes [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-2	[5]	-2	[5]
Fair Value, Measurements, Recurring [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | U.S. [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	'		36
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-36		-1,249
Fair Value, Measurements, Recurring [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | International [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	3		-50
Fair Value, Measurements, Recurring [Member] | Other Guaranteed Living Benefits [Member] | International [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	3		2
Fair Value, Measurements, Recurring [Member] | Equity linked notes [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-18		-7
Fair Value, Measurements, Recurring [Member] | Hedging Derivatives [Member] | International [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	272		448
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-305		-279
Fair Value, Measurements, Recurring [Member] | Hedging Derivatives [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | U.S. [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	26		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	15		536
Fair Value, Measurements, Recurring [Member] | Hedging Derivatives [Member] | US Macro Hedge Program [Member] | U.S. [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	'		100
Fair Value, Measurements, Recurring [Member] | Derivative Liabilities [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	'		1,045	[2]
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-1,223	[6]	-177	[6]
Fair Value, Measurements, Recurring [Member] | Credit derivative [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	25		-19
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-12		-18
Fair Value, Measurements, Recurring [Member] | Equity derivative [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	0		32
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	19		25
Fair Value, Measurements, Recurring [Member] | Foreign exchange derivative [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	14		104
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-388		-24
Fair Value, Measurements, Recurring [Member] | Interest rate derivatives [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	-21		235
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-582		-517
Fair Value, Measurements, Recurring [Member] | Other Derivatives Contracts [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	17		23
Fair Value, Measurements, Recurring [Member] | ABS [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	2,365		2,763
Fair Value, Measurements, Recurring [Member] | Collateralized Debt Obligations [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	2,387		3,040
Fair Value, Measurements, Recurring [Member] | CMBS [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	4,446		6,321
Fair Value, Measurements, Recurring [Member] | Corporate [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	28,490		44,049
Fair Value, Measurements, Recurring [Member] | Foreign Government Debt Securities [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	4,104		4,136
Fair Value, Measurements, Recurring [Member] | Municipal [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	12,173		14,361
Fair Value, Measurements, Recurring [Member] | RMBS [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	4,647		7,480
Fair Value, Measurements, Recurring [Member] | U.S. Treasuries [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	3,745		3,772
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	1,311		115
Fixed maturities, FVO	0		8
Equity securities, trading	12		1,847
Equity securities, AFS	454		337
Derivative Asset	'	[2]	'
Short-term investments	427		342
Limited partnerships and other alternative investments (includes variable interest entity assets of $6 and $7)	0	[3]	0
Reinsurance recoverable for U.S. GMWB	0		0
Coinsurance and Modified Coinsurance Reinsurance Contracts	0		'
Separate account assets	99,930	[4]	97,988	[4]
Total assets accounted for at fair value on a recurring basis	102,134		100,637
Percentage of level to total	45.00%		38.00%
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Other policyholder funds and benefits payable [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Other liabilities [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	'		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Consumer Notes [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0	[5]	0	[5]
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | U.S. [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	'		0
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | International [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Other Guaranteed Living Benefits [Member] | International [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Equity linked notes [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Hedging Derivatives [Member] | International [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	0		0
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Hedging Derivatives [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | U.S. [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	0		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Hedging Derivatives [Member] | US Macro Hedge Program [Member] | U.S. [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	'		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Derivative Liabilities [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	'		0	[2]
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0	[6]	0	[6]
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Credit derivative [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	0		0
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Equity derivative [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	0		0
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Foreign exchange derivative [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	0		0
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Interest rate derivatives [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	0		0
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Other Derivatives Contracts [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | ABS [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Collateralized Debt Obligations [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | CMBS [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Corporate [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Foreign Government Debt Securities [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Municipal [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | RMBS [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | U.S. Treasuries [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	1,311		115
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	56,892		80,069
Fixed maturities, FVO	651		865
Equity securities, trading	19,733		27,086
Equity securities, AFS	337		469
Derivative Asset	170	[2]	'
Short-term investments	3,581		4,239
Limited partnerships and other alternative investments (includes variable interest entity assets of $6 and $7)	813	[3]	593
Reinsurance recoverable for U.S. GMWB	0		0
Coinsurance and Modified Coinsurance Reinsurance Contracts	67		'
Separate account assets	37,828	[4]	39,938	[4]
Total assets accounted for at fair value on a recurring basis	120,072		153,888
Percentage of level to total	53.00%		59.00%
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-1,247		-686
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Other policyholder funds and benefits payable [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Other liabilities [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	'		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Consumer Notes [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0	[5]	0	[5]
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | U.S. [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	'		-53
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | International [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Other Guaranteed Living Benefits [Member] | International [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Equity linked notes [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Hedging Derivatives [Member] | International [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	241		318
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-245		-217
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Hedging Derivatives [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | U.S. [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	-42		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-63		106
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Hedging Derivatives [Member] | US Macro Hedge Program [Member] | U.S. [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	'		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Derivative Liabilities [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	'		629	[2]
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-1,247	[6]	-686	[6]
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Credit derivative [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	20		-8
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-9		-33
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Equity derivative [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	0		0
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	16		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Foreign exchange derivative [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	14		104
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-388		-24
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Interest rate derivatives [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	-63		268
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-558		-518
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Other Derivatives Contracts [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | ABS [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	2,218		2,485
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Collateralized Debt Obligations [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	1,723		2,096
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | CMBS [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	3,783		5,462
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Corporate [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	27,216		42,048
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Foreign Government Debt Securities [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	4,039		4,080
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Municipal [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	12,104		14,134
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | RMBS [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	3,375		6,107
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | U.S. Treasuries [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	2,434		3,657
Fair Value, Measurements, Recurring [Member] | Level 3 [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	4,154		5,738
Fixed maturities, FVO	193		214
Equity securities, trading	0		0
Equity securities, AFS	77		84
Derivative Asset	272	[2]	'
Short-term investments	0		0
Limited partnerships and other alternative investments (includes variable interest entity assets of $6 and $7)	108	[3]	314
Reinsurance recoverable for U.S. GMWB	29		191
Coinsurance and Modified Coinsurance Reinsurance Contracts	0		'
Separate account assets	737	[4]	583	[4]
Total assets accounted for at fair value on a recurring basis	5,570		7,540
Percentage of level to total	2.00%		3.00%
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-26		-797
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Other policyholder funds and benefits payable [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-48		-1,304
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Other liabilities [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	'		0
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Consumer Notes [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-2	[5]	-2	[5]
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | U.S. [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	'		89
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-36		-1,249
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | International [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	3		-50
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Other Guaranteed Living Benefits [Member] | International [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	3		2
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Equity linked notes [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-18		-7
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Hedging Derivatives [Member] | International [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	31		130
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-60		-62
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Hedging Derivatives [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | U.S. [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	68		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	78		430
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Hedging Derivatives [Member] | US Macro Hedge Program [Member] | U.S. [Member]	'		'
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	'		100
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Derivative Liabilities [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	'		416	[2]
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	24	[6]	509	[6]
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Credit derivative [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	5		-11
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-3		15
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Equity derivative [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	0		32
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	3		25
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Foreign exchange derivative [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	0		0
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	0		0
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Interest rate derivatives [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	42		-33
Liabilities accounted for at fair value on a recurring basis	'		'
Total liabilities accounted for at fair value on a recurring basis	-24		1
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Other Derivatives Contracts [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Derivative Asset	17		23
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | ABS [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	147		278
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Collateralized Debt Obligations [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	664		944
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | CMBS [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	663		859
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Corporate [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	1,274		2,001
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Foreign Government Debt Securities [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	65		56
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Municipal [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	69		227
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | RMBS [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	1,272		1,373
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | U.S. Treasuries [Member]	'		'
Assets accounted for at fair value on a recurring basis	'		'
Fixed maturities, available-for-sale, at fair value	0		0
Fixed Maturities FVO [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair Value of Assets Accounted for Using Fair Value Option	844		1,087
Monthly NAV Calulation [Member] | Alternative Assets [Member] | Level 3 [Member] | Limited Partnerships and Other Alternative Investments [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Value Based on Inputs	$108		$0
[1]	{F|ahBzfndlYmZpbGluZ3MtaHJkcmoLEgZYTUxEb2MiXlhCUkxEb2NHZW5JbmZvOjYyZmE1MmE2MjgzNjQxYmE5YjcxMDJiNmY1MzRkNjY2fFRleHRTZWxlY3Rpb246OTVBRUUyNzk0RjQ2OTVBOEVEODBEQzdCMkQxMzlCMjMM}
[2]	Includes OTC and OTC-cleared derivative instruments in a net asset value position after consideration of the impact of collateral posting requirements, which may be imposed by agreements, clearinghouse rules, and applicable law. As of December 31, 2013 and 2012, $128 and $160, respectively, was netted against the derivative asset value in the Consolidated Balance Sheet and is excluded from the table above. See footnote 4 below for derivative liabilities.
[3]	Represents hedge funds where investment company accounting has been applied to a wholly-owned fund of funds measured at fair value.
[4]	Approximately $2.4 billion and $3.1 billion of investment sales receivable that are not subject to fair value accounting are excluded as of December 31, 2013 and 2012, respectively.
[5]	Represents embedded derivatives associated with non-funding agreement-backed consumer equity linked notes.
[6]	Includes OTC and OTC-cleared derivative instruments in a net negative market value position (derivative liability). In the Level 3 roll-forward table included below in this Note 5, the sum of the derivative asset and liability positions are referred to as bfreestanding derivativesb and are presented on a net basis.

Fair_Value_Measurements_Assets

Fair Value Measurements (Assets Measured at Fair Values) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012
Income approach Valuation Technique [Member] | Level 3 [Member] | Long Interest Rate Swaptions [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Assets accounted for at Fair Value on a recurring basis	$50		'
Fair value measurements valuation techniques	'Option model		'
Fair value measurements significant assumptions	'Interest rate volatility		'
Positive or negative relationship of change in input to change in fair value measurement	'Increase	[1]	'
Income approach Valuation Technique [Member] | Level 3 [Member] | Short Interest Rate Swaptions [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Assets accounted for at Fair Value on a recurring basis	-13		'
Fair value measurements valuation techniques	'Option model		'
Fair value measurements significant assumptions	'Interest rate volatility		'
Positive or negative relationship of change in input to change in fair value measurement	'Decrease	[1]	'
International program hedging instruments [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Equity options [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Assets accounted for at Fair Value on a recurring basis	-35		26
Fair value measurements valuation techniques	'Option model		'Option model
Fair value measurements significant assumptions	'Equity volatility		'Equity volatility
Positive or negative relationship of change in input to change in fair value measurement	'Increase	[1]	'Increase
International program hedging instruments [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Long Interest Rate Swaptions [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Assets accounted for at Fair Value on a recurring basis	'		42
Fair value measurements valuation techniques	'		'Option model
Fair value measurements significant assumptions	'		'Interest rate volatility
Positive or negative relationship of change in input to change in fair value measurement	'		'Increase
Minimum [Member] | Long Interest Rate Swaptions [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Interest Rate Volatility	'		0.00%
Minimum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Long Interest Rate Swaptions [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Interest Rate Volatility	1.00%		'
Minimum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Short Interest Rate Swaptions [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Interest Rate Volatility	0.00%		'
Minimum [Member] | International program hedging instruments [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Equity options [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Equity Volatility	24.00%		19.00%
Maximum [Member] | Long Interest Rate Swaptions [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Interest Rate Volatility	'		1.00%
Maximum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Long Interest Rate Swaptions [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Interest Rate Volatility	1.00%		'
Maximum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Short Interest Rate Swaptions [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Interest Rate Volatility	1.00%		'
Maximum [Member] | International program hedging instruments [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Equity options [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Equity Volatility	37.00%		27.00%
CMBS [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Assets accounted for at Fair Value on a recurring basis	663		859
Fair value measurements valuation techniques	'Discounted cash flows		'Discounted cash flows
Fair value measurements significant assumptions	'SpreadB (encompassesB prepayment, default risk and loss severity)		'SpreadB (encompassesB prepayment, default risk and loss severity)
Positive or negative relationship of change in input to change in fair value measurement	'Decrease	[2]	'Decrease
CMBS [Member] | Minimum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Counterparty Credit Risk	1.00%		'
CMBS [Member] | Maximum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Counterparty Credit Risk	30.00%		'
CMBS [Member] | Weighted Average [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Counterparty Credit Risk	5.27%		'
Corporate [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Assets accounted for at Fair Value on a recurring basis	665	[2]	1,371
Fair value measurements valuation techniques	'Discounted cash flows	[2]	'Discounted cash flows
Fair value measurements significant assumptions	'Spread	[2]	'Spread
Positive or negative relationship of change in input to change in fair value measurement	'Decrease	[2]	'Decrease
Corporate [Member] | Minimum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Counterparty Credit Risk	1.19%		'
Corporate [Member] | Maximum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Counterparty Credit Risk	56.00%		'
Corporate [Member] | Weighted Average [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Counterparty Credit Risk	3.44%		'
Municipal [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Assets accounted for at Fair Value on a recurring basis	29		227
Fair value measurements valuation techniques	'Discounted cash flows		'Discounted cash flows
Fair value measurements significant assumptions	'Spread		'Spread
Positive or negative relationship of change in input to change in fair value measurement	'Decrease	[2]	'Decrease
Municipal [Member] | Minimum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair value inputs treasury yield	1.84%		'
Municipal [Member] | Maximum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair value inputs treasury yield	1.84%		'
Municipal [Member] | Weighted Average [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair value inputs treasury yield	1.84%		'
RMBS [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Assets accounted for at Fair Value on a recurring basis	1,272		1,373
Fair value measurements valuation techniques	'Discounted cash flows		'Discounted cash flows
RMBS Type 1 [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair value measurements significant assumptions	'Spread		'Spread
Positive or negative relationship of change in input to change in fair value measurement	'Decrease	[2]	'Decrease
RMBS Type 1 [Member] | Minimum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Counterparty Credit Risk	0.62%		'
RMBS Type 1 [Member] | Maximum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Counterparty Credit Risk	17.48%		'
RMBS Type 1 [Member] | Weighted Average [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Counterparty Credit Risk	2.32%		'
RMBS Type 2 [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair value measurements significant assumptions	'Constant prepayment rate		'Constant prepayment rate
Positive or negative relationship of change in input to change in fair value measurement	'Decrease [4]	[2]	'Decrease [4]
RMBS Type 2 [Member] | Minimum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Prepayment Rate	0.00%		0.00%
RMBS Type 2 [Member] | Maximum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Prepayment Rate	10.00%		12.00%
RMBS Type 2 [Member] | Weighted Average [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Prepayment Rate	3.00%		2.00%
RMBS Type 3 [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair value measurements significant assumptions	'Constant default rate		'Constant default rate
Positive or negative relationship of change in input to change in fair value measurement	'Decrease	[2]	'Decrease
RMBS Type 3 [Member] | Minimum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Probability of Default	1.00%		1.00%
RMBS Type 3 [Member] | Maximum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Probability of Default	22.00%		24.00%
RMBS Type 3 [Member] | Weighted Average [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Probability of Default	8.00%		8.00%
RMBS Type 4 [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair value measurements significant assumptions	'Loss severity		'Loss severity
Positive or negative relationship of change in input to change in fair value measurement	'Decrease	[2]	'Decrease
RMBS Type 4 [Member] | Minimum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Loss Severity	0.00%		0.00%
RMBS Type 4 [Member] | Maximum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Loss Severity	100.00%		100.00%
RMBS Type 4 [Member] | Weighted Average [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs, Loss Severity	80.00%		80.00%
Equity Derivatives [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Equity options [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Assets accounted for at Fair Value on a recurring basis	'		57
Fair value measurements valuation techniques	'		'Option model
Fair value measurements significant assumptions	'		'Equity volatility
Positive or negative relationship of change in input to change in fair value measurement	'		'Increase
Equity Derivatives [Member] | Minimum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Equity options [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Equity Volatility	'		13.00%
Equity Derivatives [Member] | Maximum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Equity options [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Equity Volatility	'		24.00%
Interest Rate Derivative [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Interest Rate Swap [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Assets accounted for at Fair Value on a recurring basis	-24		-55
Fair value measurements valuation techniques	'Discounted cash flows		'Discounted cash flows
Fair value measurements significant assumptions	'SwapB curveB beyondB 30B years		'SwapB curveB beyondB 30B years
Positive or negative relationship of change in input to change in fair value measurement	'Increase	[1]	'Increase
Interest Rate Derivative [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Long Interest Rate Swaptions [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Assets accounted for at Fair Value on a recurring basis	42		23
Fair value measurements valuation techniques	'Option model		'Option model
Fair value measurements significant assumptions	'Interest rate volatility		'Interest rate volatility
Positive or negative relationship of change in input to change in fair value measurement	'Increase	[1]	'Increase
Interest Rate Derivative [Member] | Minimum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Interest Rate Swap [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Interest Rate Volatility	4.00%		2.80%
Interest Rate Derivative [Member] | Minimum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Long Interest Rate Swaptions [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Interest Rate Volatility	1.00%		0.00%
Interest Rate Derivative [Member] | Maximum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Interest Rate Swap [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Interest Rate Volatility	4.00%		2.80%
Interest Rate Derivative [Member] | Maximum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Long Interest Rate Swaptions [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Interest Rate Volatility	1.00%		1.00%
U.S. GMWB Hedging Instruments [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Equity options [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Assets accounted for at Fair Value on a recurring basis	72		281
Fair value measurements valuation techniques	'Option model		'Option model
Fair value measurements significant assumptions	'Equity volatility		'Equity volatility
Positive or negative relationship of change in input to change in fair value measurement	'Increase	[1]	'Increase
U.S. GMWB Hedging Instruments [Member] | Customized swaps [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Assets accounted for at Fair Value on a recurring basis	74		238
Fair value measurements valuation techniques	'Discounted cash flows		'Discounted cash flows
Fair value measurements significant assumptions	'Equity volatility		'Equity volatility
Positive or negative relationship of change in input to change in fair value measurement	'Increase	[1]	'Increase
U.S. GMWB Hedging Instruments [Member] | Minimum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Equity options [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Equity Volatility	21.00%		10.00%
U.S. GMWB Hedging Instruments [Member] | Minimum [Member] | Customized swaps [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Equity Volatility	10.00%		10.00%
U.S. GMWB Hedging Instruments [Member] | Maximum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Equity options [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Equity Volatility	29.00%		31.00%
U.S. GMWB Hedging Instruments [Member] | Maximum [Member] | Customized swaps [Member] | Income approach Valuation Technique [Member] | Level 3 [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Equity Volatility	50.00%		50.00%
U.S. Macro Hedge Program [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Equity options [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Assets accounted for at Fair Value on a recurring basis	139		286
Fair value measurements valuation techniques	'Option model		'Option model
Fair value measurements significant assumptions	'Equity volatility		'Equity volatility
Positive or negative relationship of change in input to change in fair value measurement	'Increase	[1]	'Increase
U.S. Macro Hedge Program [Member] | Minimum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Equity options [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Equity Volatility	24.00%		24.00%
U.S. Macro Hedge Program [Member] | Maximum [Member] | Income approach Valuation Technique [Member] | Level 3 [Member] | Equity options [Member]	'		'
Fair Value Assets Measured On Recurring Basis Unobservable Input [Abstract]	'		'
Fair Value Inputs Equity Volatility	31.00%		43.00%
Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Financial and Nonfinancial Liabilities, Fair Value Disclosure	1,273		1,483
Derivative Asset	442	[3]	'
Fair Value, Measurements, Recurring [Member] | Level 3 [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Financial and Nonfinancial Liabilities, Fair Value Disclosure	26		797
Derivative Asset	272	[3]	'
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Financial and Nonfinancial Liabilities, Fair Value Disclosure	0		0
Derivative Asset	'	[3]	'
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Financial and Nonfinancial Liabilities, Fair Value Disclosure	1,247		686
Derivative Asset	170	[3]	'
Macro Hedge Program [Member] | Fair Value, Measurements, Recurring [Member] | U.S. [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Financial and Nonfinancial Liabilities, Fair Value Disclosure	-30		'
Derivative Asset	109		186
Macro Hedge Program [Member] | Fair Value, Measurements, Recurring [Member] | U.S. [Member] | Level 3 [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Financial and Nonfinancial Liabilities, Fair Value Disclosure	-30		'
Derivative Asset	109		186
Macro Hedge Program [Member] | Fair Value, Measurements, Recurring [Member] | U.S. [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Financial and Nonfinancial Liabilities, Fair Value Disclosure	0		'
Derivative Asset	0		0
Macro Hedge Program [Member] | Fair Value, Measurements, Recurring [Member] | U.S. [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'		'
Financial and Nonfinancial Liabilities, Fair Value Disclosure	0		'
Derivative Asset	$0		$0
[1]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table. Changes are based on long positions, unless otherwise noted. Changes in fair value will be inversely impacted for short positions.
[2]	As of DecemberB 31, 2012Securities Unobservable InputsB Assets accounted for at fair value on a recurring basisFairValuePredominantValuationMethodSignificantB UnobservableB InputMinimumMaximumWeighted Average [1]Impact ofIncreaseB inB Inputon Fair Value [2]CMBS$859Discountedcash flowsSpreadB (encompassesB prepayment, default risk and loss severity)320 bps3,615 bps1,031 bpsDecreaseCorporate [3]1,371Discountedcash flowsSpread106 bps900 bps328 bpsDecreaseMunicipal227Discountedcash flowsSpread227 bps344 bps258 bpsDecreaseRMBS1,373Discountedcash flowsSpread54 bps1,689 bps367 bpsDecreaseB Constant prepayment rateb%12.0%2.0%Decrease [4]B Constant default rate1.0%24.0%8.0%DecreaseB Loss severityb%100.0%80.0%Decrease
[3]	Includes OTC and OTC-cleared derivative instruments in a net asset value position after consideration of the impact of collateral posting requirements, which may be imposed by agreements, clearinghouse rules, and applicable law. As of December 31, 2013 and 2012, $128 and $160, respectively, was netted against the derivative asset value in the Consolidated Balance Sheet and is excluded from the table above. See footnote 4 below for derivative liabilities.

Fair_Value_Measurements_Margin

Fair Value Measurements (Margins) (Details) (Level 3 [Member])	12 Months Ended
	Dec. 31, 2013
Withdrawal Utilization [Member]	'
Fair Value Inputs [Abstract]	'
Positive or negative relationship of change in input to change in fair value measurement	'Increase	[1],[2]
Withdrawal Utilization [Member] | Maximum [Member]	'
Fair Value Inputs [Abstract]	'
Range of Values-Unobservable Inputs	100.00%	[1]
Withdrawal Utilization [Member] | Minimum [Member]	'
Fair Value Inputs [Abstract]	'
Range of Values-Unobservable Inputs	20.00%	[1]
Withdrawal Rates [Member]	'
Fair Value Inputs [Abstract]	'
Positive or negative relationship of change in input to change in fair value measurement	'Increase	[1],[2]
Withdrawal Rates [Member] | Maximum [Member]	'
Fair Value Inputs [Abstract]	'
Range of Values-Unobservable Inputs	8.00%	[1]
Withdrawal Rates [Member] | Minimum [Member]	'
Fair Value Inputs [Abstract]	'
Range of Values-Unobservable Inputs	0.00%	[1]
Lapse Rates [Member]	'
Fair Value Inputs [Abstract]	'
Positive or negative relationship of change in input to change in fair value measurement	'Decrease	[2],[3]
Lapse Rates [Member] | Maximum [Member]	'
Fair Value Inputs [Abstract]	'
Range of Values-Unobservable Inputs	75.00%	[3]
Lapse Rates [Member] | Minimum [Member]	'
Fair Value Inputs [Abstract]	'
Range of Values-Unobservable Inputs	0.00%	[3]
Reset Elections [Member]	'
Fair Value Inputs [Abstract]	'
Positive or negative relationship of change in input to change in fair value measurement	'Increase	[2],[4]
Reset Elections [Member] | Maximum [Member]	'
Fair Value Inputs [Abstract]	'
Range of Values-Unobservable Inputs	75.00%	[4]
Reset Elections [Member] | Minimum [Member]	'
Fair Value Inputs [Abstract]	'
Range of Values-Unobservable Inputs	20.00%	[4]
Equity Volatility [Member]	'
Fair Value Inputs [Abstract]	'
Positive or negative relationship of change in input to change in fair value measurement	'Increase	[2],[5]
Equity Volatility [Member] | Maximum [Member]	'
Fair Value Inputs [Abstract]	'
Range of Values-Unobservable Inputs	50.00%	[5]
Equity Volatility [Member] | Minimum [Member]	'
Fair Value Inputs [Abstract]	'
Range of Values-Unobservable Inputs	10.00%	[5]
[1]	Ranges represent assumed cumulative percentages of policyholders taking withdrawals and the annual amounts withdrawn.
[2]	Conversely, the impact of a decrease in input would have the opposite impact to the fair value as that presented in the table.
[3]	Range represents assumed annual percentages of full surrender of the underlying variable annuity contracts across all policy durations for in force business.
[4]	Range represents assumed cumulative percentages of policyholders that would elect to reset their guaranteed benefit base.
[5]	Range represents implied market volatilities for equity indices based on multiple pricing sources.

Fair_Value_Measurements_Fixed_

Fair Value Measurements (Fixed Maturities) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012
Fixed Maturities [Member] | ABS [Member]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair value, Beginning Balance	$278	[1]	$361
Total realized/unrealized gains (losses) included in net income	-9	[2],[3],[4]	-2	[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	31	[5]	49	[5]
Purchases	96		36
Settlements	-8		-63
Sales	-139		-37
Transfers into Level 3	3	[1]	13	[1]
Transfers out of Level 3	-105	[1]	-79	[1]
Fair value, Ending Balance	147		278	[1]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	-7	[4],[6]	-5	[4],[6]
Fixed Maturities [Member] | Collateralized Debt Obligations [Member]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair value, Beginning Balance	944	[1]	368
Total realized/unrealized gains (losses) included in net income	22	[2],[3],[4]	-20	[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	138	[5]	163	[5]
Purchases	92		'
Settlements	-126		-47
Sales	-365		-3
Transfers into Level 3	32	[1]	483	[1]
Transfers out of Level 3	-73	[1]	'	[1]
Fair value, Ending Balance	664		944	[1]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	0	[4],[6]	-12	[4],[6]
Fixed Maturities [Member] | CMBS [Member]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair value, Beginning Balance	859	[1]	588
Total realized/unrealized gains (losses) included in net income	-27	[2],[3],[4]	-83	[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	115	[5]	152	[5]
Purchases	50		21
Settlements	-142		-160
Sales	-208		-210
Transfers into Level 3	65	[1]	666	[1]
Transfers out of Level 3	-49	[1]	-115	[1]
Fair value, Ending Balance	663		859	[1]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	-10	[4],[6]	-46	[4],[6]
Fixed Maturities [Member] | Corporate [Member]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair value, Beginning Balance	2,001	[1]	2,255
Total realized/unrealized gains (losses) included in net income	5	[2],[3],[4]	3	[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	-12	[5]	-46	[5]
Purchases	180		264
Settlements	-132		-157
Sales	-403		-114
Transfers into Level 3	149	[1]	775	[1]
Transfers out of Level 3	-514	[1]	-979	[1]
Fair value, Ending Balance	1,274		2,001	[1]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	-9	[4],[6]	-7	[4],[6]
Fixed Maturities [Member] | Foreign Government Debt Securities [Member]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair value, Beginning Balance	56	[1]	49
Total realized/unrealized gains (losses) included in net income	-2	[2],[3],[4]	'	[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	-9	[5]	2	[5]
Purchases	45		23
Settlements	-4		-4
Sales	-15		-19
Transfers into Level 3	'	[1]	5	[1]
Transfers out of Level 3	-6	[1]	'	[1]
Fair value, Ending Balance	65		56	[1]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	'	[4],[6]	'	[4],[6]
Fixed Maturities [Member] | US States and Political Subdivisions Debt Securities [Member]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair value, Beginning Balance	227	[1]	437
Total realized/unrealized gains (losses) included in net income	2	[2],[3],[4]	-5	[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	-11	[5]	41	[5]
Purchases	21		293
Settlements	'		'
Sales	-126		-96
Transfers into Level 3	'	[1]	25	[1]
Transfers out of Level 3	-44	[1]	-468	[1]
Fair value, Ending Balance	69		227	[1]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	'	[4],[6]	-5	[4],[6]
Fixed Maturities [Member] | RMBS [Member]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair value, Beginning Balance	1,373	[1]	1,063
Total realized/unrealized gains (losses) included in net income	38	[2],[3],[4]	-55	[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	52	[5]	315	[5]
Purchases	371		446
Settlements	-186		-151
Sales	-375		-207
Transfers into Level 3	'	[1]	1	[1]
Transfers out of Level 3	-1	[1]	-39	[1]
Fair value, Ending Balance	1,272		1,373	[1]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	-1	[4],[6]	-12	[4],[6]
Fixed Maturities [Member] | Available-for-sale Securities [Member]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair value, Beginning Balance	5,738	[1]	5,121
Total realized/unrealized gains (losses) included in net income	29	[2],[3],[4]	-162	[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	304	[5]	676	[5]
Purchases	855		1,083
Settlements	-598		-582
Sales	-1,631		-686
Transfers into Level 3	249	[1]	1,968	[1]
Transfers out of Level 3	-792	[1]	-1,680	[1]
Fair value, Ending Balance	4,154		5,738	[1]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	-27	[4],[6]	-87	[4],[6]
Fixed Maturities, FVO [Member]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair value, Beginning Balance	214	[1]	495
Total realized/unrealized gains (losses) included in net income	59	[2],[3],[4]	109	[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	'	[5]	'	[5]
Purchases	19		1
Settlements	-3		-1
Sales	-94		-391
Transfers into Level 3	2	[1]	1	[1]
Transfers out of Level 3	-4	[1]	'	[1]
Fair value, Ending Balance	193		214	[1]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	$43	[4],[6]	($4)	[4],[6]
[1]	Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.
[2]	The Company classifies gains and losses on GMWB reinsurance derivatives and Guaranteed Living Benefit embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.
[3]	Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[4]	All amounts in these rows are reported in net realized capital gains/losses. The realized/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. All amounts are before income taxes and amortization DAC.
[5]	All amounts are before income taxes and amortization of DAC.
[6]	Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein.

Fair_Value_Measurements_Freest

Fair Value Measurements (Freestanding Derivatives) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012
Equity Securities [Member] | Available-for-sale Securities [Member]	'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'		'
Total realized/unrealized gains (losses) included in net income	($15)	[1],[2],[3],[4]	$8	[1],[2],[3]
Fair value, Beginning Balance	84	[4]	93
Fair value, Ending Balance	77	[4]	84	[4]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	-15	[3],[4],[5]	5	[3],[5]
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Total realized/unrealized gains (losses) included in OCI	6	[4],[6]	-5	[6]
Purchases	14	[4]	21
Settlements	'	[4]	'
Sales	-3	[4]	-33
Transfers into Level 3	'		'	[7]
Transfers out of Level 3	-9	[4],[7]	'	[7]
Freestanding Derivatives [Member]	'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value, Beginning Balance	925	[4]	724	[4]
Total realized/unrealized gains (losses) included in net income	-694	[1],[2],[3],[4]	-632	[1],[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	'	[4],[6]	2	[4],[6]
Purchases	3	[4]	326	[4]
Settlements	-11	[4]	443	[4]
Sales	'	[4]	'	[4]
Transfers into Level 3	'		'	[4],[7]
Transfers out of Level 3	81	[4],[7]	62	[4],[7]
Fair Value, Ending Balance	296	[4]	925	[4]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	-979	[3],[4],[5]	-637	[3],[4],[5]
Freestanding Derivatives [Member] | Hedging Derivatives [Member] | International [Member]	'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value, Beginning Balance	68	[4]	35	[4]
Total realized/unrealized gains (losses) included in net income	-112	[1],[2],[3],[4]	-21	[1],[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	'	[4],[6]	'	[4],[6]
Purchases	-38	[4]	-58	[4]
Settlements	-1	[4]	104	[4]
Sales	'	[4]	'	[4]
Transfers into Level 3	'		'	[4],[7]
Transfers out of Level 3	62	[4],[7]	8	[4],[7]
Fair Value, Ending Balance	-29	[4]	68	[4]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	-382	[3],[4],[5]	-5	[3],[4],[5]
Freestanding Derivatives [Member] | U.S. Macro Hedge Program [Member]	'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value, Beginning Balance	286	[4]	357	[4]
Total realized/unrealized gains (losses) included in net income	-191	[1],[2],[3],[4]	-323	[1],[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	'	[4],[6]	'	[4],[6]
Purchases	44	[4]	252	[4]
Settlements	'	[4]	'	[4]
Sales	'	[4]	'	[4]
Transfers into Level 3	'		'	[4],[7]
Transfers out of Level 3	'	[4],[7]	'	[4],[7]
Fair Value, Ending Balance	139	[4]	286	[4]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	-187	[3],[4],[5]	-322	[3],[4],[5]
Freestanding Derivatives [Member] | Guaranteed Minimum Withdrawal Benefit [Member] | Hedging Derivatives [Member] | U.S. [Member]	'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value, Beginning Balance	519	[4]	883	[4]
Total realized/unrealized gains (losses) included in net income	-372	[1],[2],[3],[4]	-429	[1],[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	'	[4],[6]	'	[4],[6]
Purchases	'	[4]	55	[4]
Settlements	-4	[4]	-13	[4]
Sales	'	[4]	'	[4]
Transfers into Level 3	'		'	[4],[7]
Transfers out of Level 3	3	[4],[7]	23	[4],[7]
Fair Value, Ending Balance	146	[4]	519	[4]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	-390	[3],[4],[5]	-425	[3],[4],[5]
Freestanding Derivatives [Member] | Credit derivative [Member]	'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value, Beginning Balance	4	[4]	-561	[4]
Total realized/unrealized gains (losses) included in net income	'	[1],[2],[3],[4]	195	[1],[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	'	[4],[6]	'	[4],[6]
Purchases	'	[4]	'	[4]
Settlements	-2	[4]	371	[4]
Sales	'	[4]	'	[4]
Transfers into Level 3	'		'	[4],[7]
Transfers out of Level 3	'	[4],[7]	-1	[4],[7]
Fair Value, Ending Balance	2	[4]	4	[4]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	-1	[3],[4],[5]	146	[3],[4],[5]
Freestanding Derivatives [Member] | Equity derivative [Member]	'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value, Beginning Balance	57	[4]	40	[4]
Total realized/unrealized gains (losses) included in net income	-37	[1],[2],[3],[4]	-40	[1],[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	'	[4],[6]	'	[4],[6]
Purchases	'	[4]	76	[4]
Settlements	-7	[4]	-19	[4]
Sales	'	[4]	'	[4]
Transfers into Level 3	'		'	[4],[7]
Transfers out of Level 3	-10	[4],[7]	'	[4],[7]
Fair Value, Ending Balance	3	[4]	57	[4]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	-22	[3],[4],[5]	-15	[3],[4],[5]
Freestanding Derivatives [Member] | Interest rate derivatives [Member]	'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value, Beginning Balance	-32	[4]	-58	[4]
Total realized/unrealized gains (losses) included in net income	24	[1],[2],[3],[4]	-9	[1],[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	'	[4],[6]	2	[4],[6]
Purchases	-3	[4]	1	[4]
Settlements	3	[4]	'	[4]
Sales	'	[4]	'	[4]
Transfers into Level 3	'		'	[4],[7]
Transfers out of Level 3	26	[4],[7]	32	[4],[7]
Fair Value, Ending Balance	18	[4]	-32	[4]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	9	[3],[4],[5]	-12	[3],[4],[5]
Freestanding Derivatives [Member] | Other Derivatives Contracts [Member]	'		'
Roll Forward of Financial Instruments (Assets Netted Against Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value, Beginning Balance	23	[4]	28	[4]
Total realized/unrealized gains (losses) included in net income	-6	[1],[2],[3],[4]	-5	[1],[2],[3],[4]
Total realized/unrealized gains (losses) included in OCI	'	[4],[6]	'	[4],[6]
Purchases	'	[4]	'	[4]
Settlements	'	[4]	'	[4]
Sales	'	[4]	'	[4]
Transfers into Level 3	'		'	[4],[7]
Transfers out of Level 3	'	[4],[7]	'	[4],[7]
Fair Value, Ending Balance	17	[4]	23	[4]
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	($6)	[3],[4],[5]	($4)	[3],[4],[5]
[1]	The Company classifies gains and losses on GMWB reinsurance derivatives and Guaranteed Living Benefit embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.
[2]	Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[3]	All amounts in these rows are reported in net realized capital gains/losses. The realized/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. All amounts are before income taxes and amortization DAC.
[4]	Derivative instruments are reported in this table on a net basis for asset/(liability) positions and reported in the Consolidated Balance Sheet in other investments and other liabilities.
[5]	Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein.
[6]	All amounts are before income taxes and amortization of DAC.
[7]	Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.

Fair_Value_Measurements_Reinsu

Fair Value Measurements (Reinsurance) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012
Limited Partnerships and Other Alternative Investments [Member] | U.S. [Member]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair value, Beginning Balance	$314		'
Total realized/unrealized gains (losses) included in net income	-18	[1],[2],[3]	'
Purchases	135		'
Settlements	'		'
Sales	-22		'
Transfers into Level 3	'	[4]	'
Transfers out of Level 3	-301	[4]	'
Fair value, Ending Balance	108		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	-18	[3],[5]	'
Limited Partnerships and Other Alternative Investments [Member] | Guaranteed Withdrawal Benefits [Member]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair value, Beginning Balance	'		0
Total realized/unrealized gains (losses) included in net income	'		-1
Total realized/unrealized gains (losses) included in OCI	'		0
Purchases	'		55
Settlements	'		0
Sales	'		0
Transfers into Level 3	'		260
Transfers out of Level 3	'		0
Fair value, Ending Balance	'		314
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	'		-1
Reinsurance Recoverable [Member] | U.S. [Member]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair value, Beginning Balance	191		'
Total realized/unrealized gains (losses) included in net income	-192	[1],[2],[3]	'
Purchases	'		'
Settlements	30		'
Sales	'		'
Transfers into Level 3	'	[4]	'
Transfers out of Level 3	'	[4]	'
Fair value, Ending Balance	29		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	-192	[3],[5]	'
Reinsurance Recoverable [Member] | Guaranteed Withdrawal Benefits [Member] | U.S. [Member]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair value, Beginning Balance	'		443
Total realized/unrealized gains (losses) included in net income	'		-280	[1],[2],[3]
Total realized/unrealized gains (losses) included in OCI	'		'	[6]
Purchases	'		'
Settlements	'		28
Sales	'		'
Transfers into Level 3	'		'	[4]
Transfers out of Level 3	'		'	[4]
Fair value, Ending Balance	'		191
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	'		-280	[3],[5]
Separate Accounts [Member]	'		'
Roll Forward of Financial Instruments (Assets) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair value, Beginning Balance	583		1,031
Total realized/unrealized gains (losses) included in net income	23	[1],[2],[3]	37	[1],[2],[3]
Total realized/unrealized gains (losses) included in OCI	'		'	[6]
Purchases	250		252
Settlements	-2		-1
Sales	-88		-476
Transfers into Level 3	45	[4]	443	[4]
Transfers out of Level 3	-74	[4]	-703	[4]
Fair value, Ending Balance	737		583
Changes in unrealized gains (losses) included in net income related to financial instruments still held at end of period	$21	[3],[5]	$28	[3],[5]
[1]	The Company classifies gains and losses on GMWB reinsurance derivatives and Guaranteed Living Benefit embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.
[2]	Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[3]	All amounts in these rows are reported in net realized capital gains/losses. The realized/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. All amounts are before income taxes and amortization DAC.
[4]	Transfers in and/or (out) of Level 3 are primarily attributable to the availability of market observable information and the re-evaluation of the observability of pricing inputs.
[5]	Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein.
[6]	All amounts are before income taxes and amortization of DAC.

Fair_Value_Measurements_Funds_

Fair Value Measurements (Funds and Benefits Payable) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012
Other policyholder funds and benefits payable [Member]	'		'
Roll Forward of Financial Instruments (Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	($1,304)		($2,618)
Total realized/unrealized gains (losses) included in net income	1,312	[1],[2],[3]	1,469	[1],[2],[3]
Total realized/unrealized gains (losses) included in OCI	'		'	[4]
Settlements	-56		-155
Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	-48		-1,304
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	1,312	[3],[5]	1,469	[3],[5]
Other policyholder funds and benefits payable [Member] | U.S. [Member] | Guaranteed Minimum Withdrawal Benefit [Member]	'		'
Roll Forward of Financial Instruments (Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	-1,249		-2,538
Total realized/unrealized gains (losses) included in net income	1,306	[1],[2],[3]	1,430	[1],[2],[3]
Total realized/unrealized gains (losses) included in OCI	'		'	[4]
Settlements	-93		-141
Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	-36		-1,249
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	1,306	[3],[5]	1,430	[3],[5]
Other policyholder funds and benefits payable [Member] | International [Member] | Guaranteed Minimum Withdrawal Benefit [Member]	'		'
Roll Forward of Financial Instruments (Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	-50		-66
Total realized/unrealized gains (losses) included in net income	13	[1],[2],[3]	26	[1],[2],[3]
Total realized/unrealized gains (losses) included in OCI	'		'	[4]
Settlements	40		-10
Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	3		-50
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	13	[3],[5]	26	[3],[5]
Other policyholder funds and benefits payable [Member] | International [Member] | Other Living Benefits [Member]	'		'
Roll Forward of Financial Instruments (Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	2		-5
Total realized/unrealized gains (losses) included in net income	3	[1],[2],[3]	11	[1],[2],[3]
Total realized/unrealized gains (losses) included in OCI	'		'	[4]
Settlements	-2		-4
Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	3		2
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	3	[3],[5]	11	[3],[5]
Other Liabilities [Member]	'		'
Roll Forward of Financial Instruments (Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	'		-9
Total realized/unrealized gains (losses) included in net income	'		-34	[1],[2],[3]
Total realized/unrealized gains (losses) included in OCI	'		'	[4]
Settlements	'		43
Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	'		'
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	'		'	[3],[5]
Consumer Notes [Member]	'		'
Roll Forward of Financial Instruments (Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	-2		-4
Total realized/unrealized gains (losses) included in net income	'	[1],[2],[3]	2	[1],[2],[3]
Total realized/unrealized gains (losses) included in OCI	'		'	[4]
Settlements	'		'
Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	-2		-2
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	'	[3],[5]	2	[3],[5]
Equity linked notes [Member] | Other policyholder funds and benefits payable [Member]	'		'
Roll Forward of Financial Instruments (Liabilities) Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'		'
Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Beginning Balance	-7		-9
Total realized/unrealized gains (losses) included in net income	-10	[1],[2],[3]	2	[1],[2],[3]
Total realized/unrealized gains (losses) included in OCI	'		'	[4]
Settlements	-1		'
Fair Value of Financial Instruments (Liabilities), Measured at Fair Value on a Recurring Basis, Ending Balance	-18		-7
Changes in unrealized gains (losses) included in net income related to financial instruments still held at December 31	($10)	[3],[5]	$2	[3],[5]
[1]	The Company classifies gains and losses on GMWB reinsurance derivatives and Guaranteed Living Benefit embedded derivatives as unrealized gains (losses) for purposes of disclosure in this table because it is impracticable to track on a contract-by-contract basis the realized gains (losses) for these derivatives and embedded derivatives.
[2]	Includes both market and non-market impacts in deriving realized and unrealized gains (losses).
[3]	All amounts in these rows are reported in net realized capital gains/losses. The realized/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. All amounts are before income taxes and amortization DAC.
[4]	All amounts are before income taxes and amortization of DAC.
[5]	Amounts presented are for Level 3 only and therefore may not agree to other disclosures included herein.

Fair_Value_Measurements_Fair_V

Fair Value Measurements (Fair Value Options Reported) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	($117)	($41)
Corporate [Member] | Fixed Maturities, FVO [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	-13	13
CRE CDOs [Member] | Fixed Maturities, FVO [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	11	63
Commercial Mortgage Backed Securities [Member] | Fixed Maturities, FVO [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	0	-2
Foreign Government Debt Securities [Member] | Fixed Maturities, FVO [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	-115	-86
Residential Mortgage Backed Securities [Member] | Fixed Maturities, FVO [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	0	5
Credit-linked notes [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Changes in fair value of assets and liabilities accounted for using the fair value option	$0	($34)

Fair_Value_Measurements_Fair_V1

Fair Value Measurements (Fair Value Options Included) (Details) (Fixed Maturities, FVO [Member], USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	$844	$1,087
ABS [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	3	0
CRE CDOs [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	183	205
CMBS [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	8	5
Corporate [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	92	140
Foreign Government [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	518	730
U.S. Government [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	24	2
Municipals [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	1	1
RMBS [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair value of assets accounted for using fair value option	$15	$4

Fair_Value_Measurements_Financ

Fair Value Measurements (Financial Instruments Not Carried at Fair Value) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Assets not carried at fair value [Abstract]	'		'
Policy loans	$1,420		$1,997
Carrying value	5,598		6,711
Level 2 [Member]	'		'
Liabilities not carried at fair value [Abstract]	'		'
Senior notes	5,206	[1]	5,706	[1]
Junior subordinated debentures	1,100	[1]	1,100	[1]
Level 3 [Member]	'		'
Assets not carried at fair value [Abstract]	'		'
Policy loans	1,420		1,997
Carrying value	5,598		6,711
Liabilities not carried at fair value [Abstract]	'		'
Other policyholder funds and benefits payable	9,152	[2]	9,558	[2]
Private placement junior subordinated debentures	238	[1]	0	[1]
Consumer notes	82	[3]	159	[3]
Policy loans [Member] | Level 3 [Member]	'		'
Financial Instruments, Financial Assets, Balance Sheet Groupings [Abstract]	'		'
Loans Receivable, Fair Value Disclosure	1,480		2,165
Mortgage Loans [Member] | Level 3 [Member]	'		'
Financial Instruments, Financial Assets, Balance Sheet Groupings [Abstract]	'		'
Loans Receivable, Fair Value Disclosure	5,641		6,933
Other policyholder funds and benefits payable [Member] | Level 3 [Member]	'		'
Financial Instruments, Financial Liabilities, Balance Sheet Groupings [Abstract]	'		'
Notes Payable, Fair Value Disclosure	9,352	[2]	9,910	[2]
Senior Notes [Member] | Level 2 [Member]	'		'
Financial Instruments, Financial Liabilities, Balance Sheet Groupings [Abstract]	'		'
Notes Payable, Fair Value Disclosure	5,845	[1]	7,071	[1]
Junior Subordinated Debentures [Member] | Level 2 [Member]	'		'
Financial Instruments, Financial Liabilities, Balance Sheet Groupings [Abstract]	'		'
Notes Payable, Fair Value Disclosure	1,271	[1]	1,265	[1]
Private Placement Junior Subordinated Debentures [Member] | Level 3 [Member]	'		'
Financial Instruments, Financial Liabilities, Balance Sheet Groupings [Abstract]	'		'
Notes Payable, Fair Value Disclosure	238	[1]	0	[1]
Consumer Notes [Member] | Level 3 [Member]	'		'
Financial Instruments, Financial Liabilities, Balance Sheet Groupings [Abstract]	'		'
Notes Payable, Fair Value Disclosure	$82	[3]	$159	[3]
[1]	Included in long-term debt in the Consolidated Balance Sheets, except for current maturities, which are included in short-term debt.
[2]	Excludes guarantees on variable annuities, group accident and health and universal life insurance contracts, including corporate owned life insurance.
[3]	Excludes amounts carried at fair value and included in preceding disclosures.

Fair_Value_Measurements_Textua

Fair Value Measurements (Textual) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Derivative [Line Items]	'	'	'
Credit Standing Adjustment	($1,000,000)	$12,000,000	'
Percentage Difference of Sale Trade Price from Prior Days Price	3.00%	'	'
Percentage difference of purchase trade price from current days price	3.00%	'	'
Percentage difference of weekly analyses identify price from published bond	5.00%	'	'
Percentage Change of Monthly Analyses Identify Price	3.00%	'	'
Fair Value, Assets, Level 2 to Level 1 Transfers, Amount	0	'	'
Outperformance (underperformance) of the underlying actively managed fund compared to indices [Member]	'	'	'
Derivative [Line Items]	'	'	'
Pre-tax realized gains	33,000,000	106,000,000	-72,000,000
Credit standing adjustment assumption net of reinsurance [Member]	'	'	'
Derivative [Line Items]	'	'	'
Pre-tax realized gains	-13,000,000	-69,000,000	55,000,000
Policyholder Behavior Assumptions [Member]	'	'	'
Derivative [Line Items]	'	'	'
Pre-tax realized gains	75,000,000	274,000,000	52,000,000
U.S. Treasuries [Member]	'	'	'
Derivative [Line Items]	'	'	'
Transfers from Level 1 to Level 2	1,300,000,000	'	'
Minimum [Member]	'	'	'
Derivative [Line Items]	'	'	'
Daily analyses identify price	3.00%	'	'
Maximum [Member]	'	'	'
Derivative [Line Items]	'	'	'
Daily analyses identify price	5.00%	'	'
Fair Value, Inputs, Level 3 [Member] | Alternative Assets [Member] | Limited Partnerships and Other Alternative Investments [Member] | Monthly NAV Calulation [Member]	'	'	'
Derivative [Line Items]	'	'	'
Assets accounted for at Fair Value on a recurring basis	$108,000,000	$0	'

Fair_Value_Measurements_Textua1

Fair Value Measurements (Textual 1) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
Debt Instrument [Line Items]	'	'
Cash collateral liability	$128,000,000	$160,000,000,000
Investment sales receivable	2,400,000,000	3,100,000,000
Derivatives priced by valuation models	97.00%	97.00%
Behavior Risk Margin	$108,000,000	$302,000,000

Investments_and_Derivative_Ins2

Investments and Derivative Instruments (Net Investment Income (Loss)) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'		'		'
Gain on Derivative Instruments, Pretax	$2,387,000,000		$821,000,000		$687,000,000
Securities available-for-sale and other	3,362,000,000		4,227,000,000		4,263,000,000
Equity securities, trading	6,061,000,000		4,364,000,000		-1,345,000,000
Net investment income (loss)	9,423,000,000		8,591,000,000		2,918,000,000
Fixed Maturities [Member]	'		'		'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'		'		'
Securities available-for-sale and other	2,623,000,000	[1]	3,352,000,000	[1]	3,382,000,000
Equity Securities, AFS [Member]	'		'		'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'		'		'
Securities available-for-sale and other	30,000,000		37,000,000		36,000,000
Mortgage Loans [Member]	'		'		'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'		'		'
Securities available-for-sale and other	262,000,000		337,000,000		281,000,000
Policy Loans [Member]	'		'		'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'		'		'
Securities available-for-sale and other	83,000,000		119,000,000		131,000,000
Limited Partnerships and Other Alternative Investments [Member]	'		'		'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'		'		'
Securities available-for-sale and other	287,000,000		196,000,000		243,000,000
Other Investments [Member]	'		'		'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'		'		'
Securities available-for-sale and other	200,000,000	[2]	297,000,000	[2]	305,000,000
Investment Expenses [Member]	'		'		'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'		'		'
Securities available-for-sale and other	-123,000,000		-111,000,000		-115,000,000
Equity Securities [Member]	'		'		'
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'		'		'
Trading Securities, Change in Unrealized Holding Gain (Loss)	$4,100,000,000		$4,500,000,000		($1,300,000,000)
[1]	Includes net investment income on short-term investments.
[2]	Includes income from derivatives that hedge fixed maturities and qualify for hedge accounting.

Investments_and_Derivative_Ins3

Investments and Derivative Instruments (Net Realized Capital Gains (Losses)) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Results of variable annuity hedge program [Line Items]	'	'	'
Gain (Loss) on Derivative Instruments, Net, Pretax	$1,500,000,000	'	'
Net realized capital gains (losses)	'	'	'
Gross gains on sales	2,387,000,000	821,000,000	687,000,000
Gross losses on sales	-692,000,000	-440,000,000	384,000,000
Net OTTI losses recognized in earnings	-73,000,000	-349,000,000	174,000,000
Valuation allowances on mortgage loans	-1,000,000	14,000,000	-24,000,000
Japanese fixed annuity contract hedges, net	6,000,000	-36,000,000	3,000,000
Periodic net coupon settlements on credit derivatives/Japan	-7,000,000	-10,000,000	-10,000,000
Total results of variable annuity hedge program	-1,558,000,000	-1,288,000,000	-78,000,000
Other, net	445,000,000	544,000,000	-450,000,000
Net realized capital gains (losses)	507,000,000	-744,000,000	-226,000,000
U.S. [Member]	'	'	'
Net realized capital gains (losses)	'	'	'
Results of variable annuity hedge program	28,000,000	179,000,000	-613,000,000
U.S. [Member] | GMWB derivatives, net [Member]	'	'	'
Net realized capital gains (losses)	'	'	'
Results of variable annuity hedge program	262,000,000	519,000,000	-397,000,000
U.S. [Member] | Macro Hedge Program [Member]	'	'	'
Net realized capital gains (losses)	'	'	'
Results of variable annuity hedge program	-234,000,000	-340,000,000	-216,000,000
International [Member]	'	'	'
Results of variable annuity hedge program [Line Items]	'	'	'
Foreign Currency Transaction Gain (Loss), before Tax	-57,000,000	-72,000,000	0
Net realized capital gains (losses)	'	'	'
Results of variable annuity hedge program	-1,586,000,000	-1,467,000,000	691,000,000
Japan [Member]	'	'	'
Results of variable annuity hedge program [Line Items]	'	'	'
Foreign Currency Transaction Gain (Loss), before Tax	240,000,000	273,000,000	-129,000,000
Retirement Plans and Individual Life Businesses [Member]	'	'	'
Results of variable annuity hedge program [Line Items]	'	'	'
Gain (Loss) on Derivative Instruments, Net, Pretax	0	0	'
FX revaluation - Japan fixed annuity product [Member]	'	'	'
Results of variable annuity hedge program [Line Items]	'	'	'
Foreign Currency Transaction Gain (Loss), before Tax	324,000,000	245,000,000	-129,000,000
Change in value of derivatives and Japan FVO securities [Member]	'	'	'
Results of variable annuity hedge program [Line Items]	'	'	'
Foreign Currency Transaction Gain (Loss), before Tax	-318,000,000	-281,000,000	132,000,000
FX revaluation - internal Japan VA [Member]	'	'	'
Results of variable annuity hedge program [Line Items]	'	'	'
Foreign Currency Transaction Gain (Loss), before Tax	$248,000,000	$167,000,000	($101,000,000)

Investments_and_Derivative_Ins4

Investments and Derivative Instruments (Sales of Available-for-Sale Securities) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Fixed maturities, AFS [Member]	'	'	'
Available for-sale-securities, Gross Realized Gain (Loss)	'	'	'
Sale proceeds	$39,225	$41,442	$36,956
Gross gains	2,214	845	617
Gross losses	-669	-416	-381
Equity Securities, AFS [Member]	'	'	'
Available for-sale-securities, Gross Realized Gain (Loss)	'	'	'
Sale proceeds	274	295	239
Gross gains	96	34	59
Gross losses	($6)	($20)	$0

Investments_and_Derivative_Ins5

Investments and Derivative Instruments (Other-than-Temporary Impairment Losses) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011	Dec. 31, 2009
Other-Than-Temporary Impairment Losses	'		'		'	'
Balance as of beginning of period	($1,013)		($1,676)		$1,676	$2,072
Additions for credit impairments recognized on securities not previously impaired	-19	[1]	-28	[1]	56	'
Additions for credit impairments recognized on securities previously impaired	-13	[1]	-20	[1]	69	'
Securities that matured or were sold during the period	469		700		505	'
Securities Intends to Sell or More Likely Than Not Will Be Required to Sell Before Recovery	2		0		0	'
Securities due to an increase in expected cash flows	22		11		16	'
Balance as of end of period	($552)		($1,013)		($1,676)	$2,072
[1]	These additions are included in the net OTTI losses recognized in earnings in the Consolidated Statements of Operations.

Investments_and_Derivative_Ins6

Investments and Derivative Instruments (Available-for-Sale Securities) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012
Available-for-Sale Securities	'		'
Cost or Amortized Cost	$61,491		$80,613
Gross Unrealized Gains	2,813		7,292
Gross Unrealized Losses	-1,077		-1,062
Fair Value	63,225		86,812
Non-Credit OTTI	-19	[1]	-80	[1]
Fixed maturities, available-for-sale, at amortized cost	60,641	[2]	79,747	[2]
Equity securities, available-for-sale, at cost	850	[3]	866	[3]
ABS [Member]	'		'
Available-for-Sale Securities	'		'
Cost or Amortized Cost	2,404		2,883
Gross Unrealized Gains	25		63
Gross Unrealized Losses	-64		-183
Fair Value	2,365		2,763
Non-Credit OTTI	-2	[1]	-4	[1]
Collateralized Debt Obligations [Member]	'		'
Available-for-Sale Securities	'		'
Cost or Amortized Cost	2,340	[4]	3,170	[4]
Gross Unrealized Gains	108	[4]	60	[4]
Gross Unrealized Losses	-59	[4]	-159	[4]
Fair Value	2,387	[4]	3,040	[4]
Non-Credit OTTI	0	[1],[4]	-14	[1],[4]
CMBS [Member]	'		'
Available-for-Sale Securities	'		'
Cost or Amortized Cost	4,288		6,083
Gross Unrealized Gains	216		417
Gross Unrealized Losses	-58		-179
Fair Value	4,446		6,321
Non-Credit OTTI	-6	[1]	-11	[1]
Corporate [Member]	'		'
Available-for-Sale Securities	'		'
Cost or Amortized Cost	27,013	[4]	39,694	[4]
Gross Unrealized Gains	1,823	[4]	4,631	[4]
Gross Unrealized Losses	-346	[4]	-276	[4]
Fair Value	28,490	[4]	44,049	[4]
Non-Credit OTTI	-7	[1],[4]	-19	[1],[4]
Foreign Government Debt Securities [Member]	'		'
Available-for-Sale Securities	'		'
Cost or Amortized Cost	4,228		3,985
Gross Unrealized Gains	52		191
Gross Unrealized Losses	-176		-40
Fair Value	4,104		4,136
Non-Credit OTTI	0	[1]	0	[1]
Municipal [Member]	'		'
Available-for-Sale Securities	'		'
Cost or Amortized Cost	11,932		13,001
Gross Unrealized Gains	425		1,379
Gross Unrealized Losses	-184		-19
Fair Value	12,173		14,361
Non-Credit OTTI	0	[1]	0	[1]
RMBS [Member]	'		'
Available-for-Sale Securities	'		'
Cost or Amortized Cost	4,639		7,318
Gross Unrealized Gains	90		295
Gross Unrealized Losses	-82		-133
Fair Value	4,647		7,480
Non-Credit OTTI	-4	[1]	-32	[1]
U.S. Treasuries [Member]	'		'
Available-for-Sale Securities	'		'
Cost or Amortized Cost	3,797		3,613
Gross Unrealized Gains	7		175
Gross Unrealized Losses	-59		-16
Fair Value	3,745		3,772
Non-Credit OTTI	0	[1]	0	[1]
Fixed maturities [Member]	'		'
Available-for-Sale Securities	'		'
Gross Unrealized Gains	2,746	[2]	7,211	[2]
Gross Unrealized Losses	-1,028	[2]	-1,005	[2]
Fair Value	62,357	[2]	85,922	[2]
Non-Credit OTTI	-19	[1],[2]	-80	[1],[2]
Equity Securities, AFS [Member]	'		'
Available-for-Sale Securities	'		'
Gross Unrealized Gains	67	[3]	81	[3]
Gross Unrealized Losses	-49	[3]	-57	[3]
Fair Value	868	[3]	890	[3]
Non-Credit OTTI	$0	[1],[3]	$0	[1],[3]
[1]	Represents the amount of cumulative non-credit OTTI losses recognized in OCI on securities that also had credit impairments. These losses are included in gross unrealized losses as of DecemberB 31, 2013 and 2012.
[2]	As of DecemberB 31, 2012, includes fixed maturities, AFS and equity securities, AFS relating to the sales of the Retirement Plans and Individual Life businesses; see Note 2 - Business Dispositions of the Notes to Consolidated Financial Statements for further discussion of these transactions.
[3]	{F|ahBzfndlYmZpbGluZ3MtaHJkcmoLEgZYTUxEb2MiXlhCUkxEb2NHZW5JbmZvOjYyZmE1MmE2MjgzNjQxYmE5YjcxMDJiNmY1MzRkNjY2fFRleHRTZWxlY3Rpb246OTVBRUUyNzk0RjQ2OTVBOEVEODBEQzdCMkQxMzlCMjMM}
[4]	Gross unrealized gains (losses)B exclude the fair value of bifurcated embedded derivative features of certain securities. Subsequent changes in value will be recorded in net realized capital gains (losses).

Investments_and_Derivative_Ins7

Investments and Derivative Instruments (Fixed Maturities) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Available-for-sale Securities, Amortized Cost	'		'
One year or less, amortized cost	$2,195		'
Over one year through five years, amortized cost	11,930		'
Over five years through ten years, amortized cost	10,814		'
Over ten years, amortized cost	22,031		'
Subtotal, amortized cost	46,970		'
Mortgage-backed and asset-backed securities, amortized cost	13,671		'
Total fixed maturities, AFS, amortized cost	60,641	[1]	'
Available-for-sale Securities, Fair Value	'		'
One year or less, fair value	2,228		'
Over one year through five years, fair value	12,470		'
Over five years through ten years, fair value	11,183		'
Over ten years, fair value	22,631		'
Subtotal, fair value	48,512		'
Mortgage-backed and asset-backed securities, fair value	13,845		'
Total fixed maturities, AFS, fair value	$62,357	[1]	$85,922
[1]	{F|ahBzfndlYmZpbGluZ3MtaHJkcmoLEgZYTUxEb2MiXlhCUkxEb2NHZW5JbmZvOjYyZmE1MmE2MjgzNjQxYmE5YjcxMDJiNmY1MzRkNjY2fFRleHRTZWxlY3Rpb246OTVBRUUyNzk0RjQ2OTVBOEVEODBEQzdCMkQxMzlCMjMM}

Investments_and_Derivative_Ins8

Investments and Derivative Instruments (Security Unrealized Loss Aging) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012
Security Unrealized Loss Aging	'		'
Less Than 12 Months, Amortized Cost	$18,031		$4,981
Less Than 12 Months, Fair Value	17,468		4,855
Less Than 12 Months, Unrealized Losses	-563		-126
12 Months or More, Amortized Cost	5,625		7,850
12 Months or More, Fair Value	5,109		6,894
12 Months or More, Unrealized Losses	-514		-936
Amortized Cost	23,656		12,831
Fair Value	22,577		11,749
Unrealized Losses	-1,077		-1,062
ABS [Member]	'		'
Security Unrealized Loss Aging	'		'
Less Than 12 Months, Amortized Cost	893		163
Less Than 12 Months, Fair Value	888		161
Less Than 12 Months, Unrealized Losses	-5		-2
12 Months or More, Amortized Cost	477		886
12 Months or More, Fair Value	418		705
12 Months or More, Unrealized Losses	-59		-181
Amortized Cost	1,370		1,049
Fair Value	1,306		866
Unrealized Losses	-64		-183
Collateralized Debt Obligations [Member]	'		'
Security Unrealized Loss Aging	'		'
Less Than 12 Months, Amortized Cost	137	[1]	5	[1]
Less Than 12 Months, Fair Value	135	[1]	4	[1]
Less Than 12 Months, Unrealized Losses	-2	[1]	-1	[1]
12 Months or More, Amortized Cost	1,933	[1]	2,567	[1]
12 Months or More, Fair Value	1,874	[1]	2,389	[1]
12 Months or More, Unrealized Losses	-57	[1]	-158	[1]
Amortized Cost	2,070	[1]	2,572	[1]
Fair Value	2,009	[1]	2,393	[1]
Unrealized Losses	-59	[1]	-159	[1]
CMBS [Member]	'		'
Security Unrealized Loss Aging	'		'
Less Than 12 Months, Amortized Cost	812		339
Less Than 12 Months, Fair Value	788		322
Less Than 12 Months, Unrealized Losses	-24		-17
12 Months or More, Amortized Cost	610		1,248
12 Months or More, Fair Value	576		1,086
12 Months or More, Unrealized Losses	-34		-162
Amortized Cost	1,422		1,587
Fair Value	1,364		1,408
Unrealized Losses	-58		-179
Corporate [Member]	'		'
Security Unrealized Loss Aging	'		'
Less Than 12 Months, Amortized Cost	4,922		1,261
Less Than 12 Months, Fair Value	4,737		1,218
Less Than 12 Months, Unrealized Losses	-185		-43
12 Months or More, Amortized Cost	1,225		1,823
12 Months or More, Fair Value	1,064		1,590
12 Months or More, Unrealized Losses	-161		-233
Amortized Cost	6,147		3,084
Fair Value	5,801		2,808
Unrealized Losses	-346		-276
Foreign Government Debt Securities [Member]	'		'
Security Unrealized Loss Aging	'		'
Less Than 12 Months, Amortized Cost	2,961		1,380
Less Than 12 Months, Fair Value	2,868		1,343
Less Than 12 Months, Unrealized Losses	-93		-37
12 Months or More, Amortized Cost	343		20
12 Months or More, Fair Value	260		17
12 Months or More, Unrealized Losses	-83		-3
Amortized Cost	3,304		1,400
Fair Value	3,128		1,360
Unrealized Losses	-176		-40
Municipal [Member]	'		'
Security Unrealized Loss Aging	'		'
Less Than 12 Months, Amortized Cost	3,150		271
Less Than 12 Months, Fair Value	2,994		265
Less Than 12 Months, Unrealized Losses	-156		-6
12 Months or More, Amortized Cost	190		157
12 Months or More, Fair Value	162		144
12 Months or More, Unrealized Losses	-28		-13
Amortized Cost	3,340		428
Fair Value	3,156		409
Unrealized Losses	-184		-19
RMBS [Member]	'		'
Security Unrealized Loss Aging	'		'
Less Than 12 Months, Amortized Cost	2,046		910
Less Than 12 Months, Fair Value	2,008		908
Less Than 12 Months, Unrealized Losses	-38		-2
12 Months or More, Amortized Cost	591		869
12 Months or More, Fair Value	547		738
12 Months or More, Unrealized Losses	-44		-131
Amortized Cost	2,637		1,779
Fair Value	2,555		1,646
Unrealized Losses	-82		-133
U.S. Treasuries [Member]	'		'
Security Unrealized Loss Aging	'		'
Less Than 12 Months, Amortized Cost	2,914		583
Less Than 12 Months, Fair Value	2,862		567
Less Than 12 Months, Unrealized Losses	-52		-16
12 Months or More, Amortized Cost	33		0
12 Months or More, Fair Value	26		0
12 Months or More, Unrealized Losses	-7		0
Amortized Cost	2,947		583
Fair Value	2,888		567
Unrealized Losses	-59		-16
Fixed maturities [Member]	'		'
Security Unrealized Loss Aging	'		'
Less Than 12 Months, Amortized Cost	17,835		4,912
Less Than 12 Months, Fair Value	17,280		4,788
Less Than 12 Months, Unrealized Losses	-555		-124
12 Months or More, Amortized Cost	5,402		7,570
12 Months or More, Fair Value	4,927		6,669
12 Months or More, Unrealized Losses	-473		-881
Amortized Cost	23,237		12,482
Fair Value	22,207		11,457
Unrealized Losses	-1,028		-1,005
Equity Securities [Member]	'		'
Security Unrealized Loss Aging	'		'
Less Than 12 Months, Amortized Cost	196		69
Less Than 12 Months, Fair Value	188		67
Less Than 12 Months, Unrealized Losses	-8		-2
12 Months or More, Amortized Cost	223		280
12 Months or More, Fair Value	182		225
12 Months or More, Unrealized Losses	-41		-55
Amortized Cost	419		349
Fair Value	370		292
Unrealized Losses	($49)		($57)
[1]	Unrealized losses exclude the change in fair value of bifurcated embedded derivative features of certain securities. Subsequent changes in fair value are recorded in net realized capital gains (losses).

Investments_and_Derivative_Ins9

Investments and Derivative Instruments (Mortgage Loans) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011	Dec. 31, 2010	Dec. 31, 2009
In Millions, unless otherwise specified
Mortgage Loans by Major Types	'		'		'	'	'
Valuation Allowance	($67)		($68)		($102)	($102)	($155)
Carrying value	5,598		6,711		'	'	'
Commercial [Member]	'		'		'	'	'
Mortgage Loans by Major Types	'		'		'	'	'
Amortized Cost	5,665	[1],[2]	6,779	[1],[2]	'	'	'
Valuation Allowance	-67		-68		'	'	'
Carrying value	$5,598	[2]	$6,711	[2]	'	'	'
[1]	Amortized cost represents carrying value prior to valuation allowances, if any.
[2]	ncludes commercial mortgage loans relating to the sales of the Retirement Plans and Individual Life businesses; see Note 2 - Business Dispositions of the Notes to Consolidated

Recovered_Sheet1

Investments and Derivative Instruments (Valuation Allowance Mortgage Loans) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2009
Movement in Valuation allowance and reserves	'	'	'	'
Balance, beginning of period	($68)	($102)	($102)	($155)
(Additions)/Reversals	-2	14	-26	'
Deductions	3	20	79	'
Balance, end of period	($67)	($68)	($102)	($155)

Recovered_Sheet2

Investments and Derivative Instruments (Carry Value of Commercial Mortgage Loans) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Commercial Mortgage Loans Credit Quality	'	'
Avg. Debt-Service Coverage Ratio	2.34	'
Commercial [Member]	'	'
Commercial Mortgage Loans Credit Quality	'	'
Carrying Value	$5,598	$6,711
Avg. Debt-Service Coverage Ratio	2.34	2.24
Greater than 80% [Member] | Commercial [Member]	'	'
Commercial Mortgage Loans Credit Quality	'	'
Carrying Value	101	253
Avg. Debt-Service Coverage Ratio	0.99	0.95
65% - 80% [Member] | Commercial [Member]	'	'
Commercial Mortgage Loans Credit Quality	'	'
Carrying Value	1,195	2,220
Avg. Debt-Service Coverage Ratio	1.82	2.12
Less than 65% [Member] | Commercial [Member]	'	'
Commercial Mortgage Loans Credit Quality	'	'
Carrying Value	$4,302	$4,238
Avg. Debt-Service Coverage Ratio	2.53	2.4

Recovered_Sheet3

Investments and Derivative Instruments (Mortgage Loans by Region) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'		'
Carrying value	$5,598		$6,711
Percent of Total	100.00%		100.00%
East North Central [Member]	'		'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'		'
Carrying value	187		145
Percent of Total	3.30%		2.20%
Middle Atlantic [Member]	'		'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'		'
Carrying value	409		477
Percent of Total	7.30%		7.10%
Mountain [Member]	'		'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'		'
Carrying value	104		99
Percent of Total	1.90%		1.50%
New England [Member]	'		'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'		'
Carrying value	353		350
Percent of Total	6.30%		5.20%
Pacific [Member]	'		'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'		'
Carrying value	1,587		1,978
Percent of Total	28.30%		29.50%
South Atlantic [Member]	'		'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'		'
Carrying value	899		1,378
Percent of Total	16.10%		20.50%
West North Central [Member]	'		'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'		'
Carrying value	47		16
Percent of Total	0.80%		0.20%
West South Central [Member]	'		'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'		'
Carrying value	338		398
Percent of Total	6.00%		5.90%
Other [Member]	'		'
Schedule of Available-for-sale Securities Mortgage Loans [Line Items]	'		'
Carrying value	$1,674	[1]	$1,870	[1]
Percent of Total	30.00%	[1]	27.90%	[1]
[1]	Primarily represents loans collateralized by multiple properties in various regions.

Recovered_Sheet4

Investments and Derivative Instruments (Mortgage Loans by Property Type) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Mortgage Loans by Property Type	'	'
Carrying value	$5,598	$6,711
Percent of Total	100.00%	100.00%
Agricultural [Member]	'	'
Mortgage Loans by Property Type	'	'
Carrying value	125	142
Percent of Total	2.20%	2.10%
Industrial [Member]	'	'
Mortgage Loans by Property Type	'	'
Carrying value	1,718	2,079
Percent of Total	30.70%	30.90%
Lodging [Member]	'	'
Mortgage Loans by Property Type	'	'
Carrying value	27	81
Percent of Total	0.50%	1.20%
Multifamily [Member]	'	'
Mortgage Loans by Property Type	'	'
Carrying value	1,155	1,200
Percent of Total	20.60%	17.90%
Office [Member]	'	'
Mortgage Loans by Property Type	'	'
Carrying value	1,278	1,510
Percent of Total	22.80%	22.50%
Retail [Member]	'	'
Mortgage Loans by Property Type	'	'
Carrying value	1,140	1,460
Percent of Total	20.40%	21.80%
Other [Member]	'	'
Mortgage Loans by Property Type	'	'
Carrying value	$155	$239
Percent of Total	2.80%	3.60%

Recovered_Sheet5

Investments and Derivative Instruments (Maximum Exposure to VIEs) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Variable Interest Entities Primary Beneficiary	'		'
Total Assets	$199		$258
Total Liabilities	33	[1]	89	[1]
Maximum Exposure to Loss	177	[2]	174	[2]
Collateralized Debt Obligations [Member]	'		'
Variable Interest Entities Primary Beneficiary	'		'
Total Assets	31	[3]	89	[3]
Collateralized Debt Obligations [Member] | Consolidated VIEs [Member]	'		'
Variable Interest Entities Primary Beneficiary	'		'
Total Assets	31	[3]	89	[3]
Total Liabilities	33	[1],[3]	88	[1],[3]
Maximum Exposure to Loss	0	[2],[3]	7	[2],[3]
Investment Fund [Member] | Consolidated VIEs [Member]	'		'
Variable Interest Entities Primary Beneficiary	'		'
Total Assets	164	[4]	163	[4]
Total Liabilities	0	[1],[4]	0	[1],[4]
Maximum Exposure to Loss	173	[2],[4]	162	[2],[4]
Limited partnerships [Member]	'		'
Variable Interest Entities Primary Beneficiary	'		'
Variable Interest Entity Assets Included in Limited Partnerships and Other Alternative Investments	4		6
Limited partnerships [Member] | Consolidated VIEs [Member]	'		'
Variable Interest Entities Primary Beneficiary	'		'
Total Liabilities	0	[1]	1	[1]
Maximum Exposure to Loss	$4	[2]	$5	[2]
[1]	Included in other liabilities in the Companybs Consolidated Balance Sheets.
[2]	The maximum exposure to loss represents the maximum loss amount that the Company could recognize as a reduction in net investment income or as a realized capital loss and is the cost basis of the Companybs investment.
[3]	Total assets included in fixed maturities, AFS in the Companybs Consolidated Balance Sheets.
[4]	Total assets included in fixed maturities, FVO, short-term investments, and equity, AFS in the Company's Consolidated Balance Sheets.

Recovered_Sheet6

Investments and Derivative Instruments (US Hedging Instruments) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
GMWB reinsurance contracts	'	'
Notional Amount	$159,441	$169,762
Fair Value	-737	-279
United States of America [Member] | GMWB hedging instruments [Member]	'	'
GMWB reinsurance contracts	'	'
Notional Amount	18,691	18,622
Fair Value	41	572
United States of America [Member] | Customized swaps [Member] | GMWB hedging instruments [Member]	'	'
GMWB reinsurance contracts	'	'
Notional Amount	7,839	7,787
Fair Value	74	238
United States of America [Member] | Equity swaps, options and futures [Member] | GMWB hedging instruments [Member]	'	'
GMWB reinsurance contracts	'	'
Notional Amount	4,237	5,130
Fair Value	44	267
United States of America [Member] | Interest rate swaps and futures [Member] | GMWB hedging instruments [Member]	'	'
GMWB reinsurance contracts	'	'
Notional Amount	6,615	5,705
Fair Value	-77	67
United States of America [Member] | Macro Hedge Program [Member] | Stock Option [Member]	'	'
GMWB reinsurance contracts	'	'
Notional Amount	9,934	7,442
Fair Value	$139	$286

Recovered_Sheet7

Investments and Derivative Instruments (International Hedging Instruments) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Macro hedge program	'		'
Notional Amount	$159,441		$169,762
Fair Value	-737		-279
International Program Hedging Instruments [Member]	'		'
Macro hedge program	'		'
Notional Amount	73,048		63,085
Fair Value	-33		169
Other Credit Derivatives [Member] | International Program Hedging Instruments [Member]	'		'
Macro hedge program	'		'
Notional Amount	350		350
Fair Value	5		28
Foreign Exchange Forward [Member] | International Program Hedging Instruments [Member]	'		'
Macro hedge program	'		'
Notional Amount	13,410	[1]	9,327	[1]
Fair Value	-60	[1]	-87	[1]
Currency options [Member] | International Program Hedging Instruments [Member]	'		'
Macro hedge program	'		'
Notional Amount	12,066		10,342
Fair Value	-54		-24
Equity futures [Member] | International Program Hedging Instruments [Member]	'		'
Macro hedge program	'		'
Notional Amount	999		2,332
Fair Value	0		0
Equity options [Member] | International Program Hedging Instruments [Member]	'		'
Macro hedge program	'		'
Notional Amount	3,051		3,952
Fair Value	-30		47
Equity swaps [Member] | International Program Hedging Instruments [Member]	'		'
Macro hedge program	'		'
Notional Amount	4,269		2,617
Fair Value	-119		-12
Customized swaps [Member] | International Program Hedging Instruments [Member]	'		'
Macro hedge program	'		'
Notional Amount	0		899
Fair Value	0		-11
Interest rate futures [Member] | International Program Hedging Instruments [Member]	'		'
Macro hedge program	'		'
Notional Amount	952		634
Fair Value	0		0
Interest Rate Swaps and Swaptions [Member] | International Program Hedging Instruments [Member]	'		'
Macro hedge program	'		'
Notional Amount	37,951		32,632
Fair Value	$225		$228
[1]	As of DecemberB 31, 2013 and 2012, net notional amounts are $(1.8) billion and $0.1 billion, respectively, which include $5.8 billion and $4.7 billion, respectively, related to long positions and $7.6 billion and $4.6 billion, respectively, related to short positions.

Recovered_Sheet8

Investments and Derivative Instruments (Derivative Balance Sheet Classification) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	$159,441		$169,762
Net Derivatives, Fair Value	-737		-279
Asset Derivatives, Fair Value	1,948		3,587
Liability Derivatives, Fair Value	2,685		3,866
GMWB hedging instruments [Member] | U.S. [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	18,691		18,622
Net Derivatives, Fair Value	41		572
Asset Derivatives, Fair Value	333		743
Liability Derivatives, Fair Value	-292		-171
Macro Hedge Program [Member] | U.S. [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	9,934		7,442
Net Derivatives, Fair Value	139		286
Asset Derivatives, Fair Value	178		356
Liability Derivatives, Fair Value	-39		-70
Cash flow hedges [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	5,169		6,226
Net Derivatives, Fair Value	-97		254
Asset Derivatives, Fair Value	52		274
Liability Derivatives, Fair Value	149		20
Cash Flow Hedging Interest Rate Swaps [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	5,026		6,063
Net Derivatives, Fair Value	-92		271
Asset Derivatives, Fair Value	50		271
Liability Derivatives, Fair Value	-142		0
Cash flow hedges foreign currency swaps [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	143		163
Net Derivatives, Fair Value	-5		-17
Asset Derivatives, Fair Value	2		3
Liability Derivatives, Fair Value	-7		-20
Fair value hedges [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	1,799		793
Net Derivatives, Fair Value	-24		-39
Asset Derivatives, Fair Value	3		16
Liability Derivatives, Fair Value	27		55
Fair Value Hedging Interest Rate Swaps [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	1,799		753
Net Derivatives, Fair Value	-24		-55
Asset Derivatives, Fair Value	3		0
Liability Derivatives, Fair Value	-27		-55
Fair value hedges - Foreign currency swaps [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	0		40
Net Derivatives, Fair Value	0		16
Asset Derivatives, Fair Value	0		16
Liability Derivatives, Fair Value	0		0
Non-qualifying strategies [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	152,473		162,743
Net Derivatives, Fair Value	-616		-494
Asset Derivatives, Fair Value	1,893		3,297
Liability Derivatives, Fair Value	2,509		3,791
Interest Rate Swaps Caps Floors and Futures [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	8,453		17,117
Net Derivatives, Fair Value	-487		-497
Asset Derivatives, Fair Value	171		556
Liability Derivatives, Fair Value	-658		-1,053
Foreign Currency Swaps and Forwards Non-qualifying as Hedges [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	258		355
Net Derivatives, Fair Value	-9		-16
Asset Derivatives, Fair Value	6		5
Liability Derivatives, Fair Value	-15		-21
3 Win Related Foreign Currency Swaps [Member] | Japan [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	1,571		1,816
Net Derivatives, Fair Value	-354		-127
Asset Derivatives, Fair Value	0		0
Liability Derivatives, Fair Value	-354		-127
Fixed annuity hedging instruments [Member] | Japan [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	1,436		1,652
Net Derivatives, Fair Value	-6		224
Asset Derivatives, Fair Value	88		228
Liability Derivatives, Fair Value	-94		-4
Credit Derivatives that Purchase Credit Protection [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	938		1,823
Net Derivatives, Fair Value	-15		-8
Asset Derivatives, Fair Value	1		5
Liability Derivatives, Fair Value	-16		-13
Credit Derivatives that Assume Credit Risk [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	1,886	[1]	2,745	[1]
Net Derivatives, Fair Value	33	[1]	-29	[1]
Asset Derivatives, Fair Value	36	[1]	19	[1]
Liability Derivatives, Fair Value	-3	[1]	-48	[1]
Credit Derivatives in Offsetting Positions [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	7,764		9,497
Net Derivatives, Fair Value	-7		-32
Asset Derivatives, Fair Value	76		94
Liability Derivatives, Fair Value	-83		-126
Equity index swaps options [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	358		994
Net Derivatives, Fair Value	-1		47
Asset Derivatives, Fair Value	19		57
Liability Derivatives, Fair Value	-20		-10
GMWB product derivatives [Member] | U.S. [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	21,512	[2]	28,868	[2]
Net Derivatives, Fair Value	-36	[2]	-1,249	[2]
Asset Derivatives, Fair Value	0	[2]	0	[2]
Liability Derivatives, Fair Value	-36	[2]	-1,249	[2]
GMWB Reinsurance [Member] | U.S. [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	4,508		5,773
Net Derivatives, Fair Value	29		191
Asset Derivatives, Fair Value	29		191
Liability Derivatives, Fair Value	0		0
International program product derivatives [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	366	[2]	2,454	[2]
Net Derivatives, Fair Value	6	[2]	-48	[2]
Asset Derivatives, Fair Value	6	[2]	0	[2]
Liability Derivatives, Fair Value	0	[2]	-48	[2]
International program hedging instruments [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	73,048		63,085
Net Derivatives, Fair Value	-33		169
Asset Derivatives, Fair Value	866		1,020
Liability Derivatives, Fair Value	-899		-851
Contingent Capital Facility Put Option [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	500		500
Net Derivatives, Fair Value	17		23
Asset Derivatives, Fair Value	17		23
Liability Derivatives, Fair Value	0		0
Coinsurance and Modified Coinsurance Reinsurance Contracts [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	1,250		0
Net Derivatives, Fair Value	67		0
Asset Derivatives, Fair Value	67		0
Liability Derivatives, Fair Value	0		0
Fixed maturities, AFS [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	473		703
Net Derivatives, Fair Value	-2		-32
Asset Derivatives, Fair Value	1		0
Liability Derivatives, Fair Value	-3		-32
Other Investments [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	53,219		54,504
Net Derivatives, Fair Value	442		1,045
Asset Derivatives, Fair Value	909		1,581
Liability Derivatives, Fair Value	-467		-536
Other liabilities [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	78,055		77,384
Net Derivatives, Fair Value	-1,223		-177
Asset Derivatives, Fair Value	936		1,815
Liability Derivatives, Fair Value	-2,159		-1,992
Consumer Notes [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	9		26
Net Derivatives, Fair Value	-2		-2
Asset Derivatives, Fair Value	0		0
Liability Derivatives, Fair Value	-2		-2
Reinsurance Recoverables [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	5,758		5,773
Net Derivatives, Fair Value	96		191
Asset Derivatives, Fair Value	96		191
Liability Derivatives, Fair Value	0		0
Other policyholder funds and benefits payable [Member]	'		'
Derivative Classification by Hedge Destination and Derivative Type	'		'
Net Derivatives, Notional Amount	21,927		31,372
Net Derivatives, Fair Value	-48		-1,304
Asset Derivatives, Fair Value	6		0
Liability Derivatives, Fair Value	($54)		($1,304)
[1]	The derivative instruments related to this strategy are held for other investment purposes.
[2]	These derivatives are embedded within liabilities and are not held for risk management purposes.

Recovered_Sheet9

Investments and Derivative Instruments (Cash Flow Hedges) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Cash flow hedges [Member]	'	'	'
Derivative Instruments Gain (Loss) [Line Items]	'	'	'
Gain (Loss) Recognized in OCI on Derivative (Effective Portion)	($303,000,000)	$89,000,000	$334,000,000
Net Realized Capital Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	-3,000,000	0	-4,000,000
Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)	192,000,000	224,000,000	132,000,000
Interest Rate Swap [Member] | Cash flow hedges [Member]	'	'	'
Derivative Instruments Gain (Loss) [Line Items]	'	'	'
Gain (Loss) Recognized in OCI on Derivative (Effective Portion)	-315,000,000	120,000,000	337,000,000
Net Realized Capital Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	-3,000,000	'	-4,000,000
Interest Rate Swap [Member] | Net realized capital gains (losses) [Member] | Cash flow hedges [Member]	'	'	'
Derivative Instruments Gain (Loss) [Line Items]	'	'	'
Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)	91,000,000	90,000,000	9,000,000
Interest Rate Swap [Member] | Net Investment Income [Member] | Cash flow hedges [Member]	'	'	'
Derivative Instruments Gain (Loss) [Line Items]	'	'	'
Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)	97,000,000	140,000,000	126,000,000
Foreign Currency Swap [Member] | Cash flow hedges [Member]	'	'	'
Derivative Instruments Gain (Loss) [Line Items]	'	'	'
Gain (Loss) Recognized in OCI on Derivative (Effective Portion)	12,000,000	-31,000,000	-3,000,000
Net Realized Capital Gains (Losses) Recognized in Income on Derivative (Ineffective Portion)	'	'	'
Foreign Currency Swap [Member] | Net realized capital gains (losses) [Member] | Cash flow hedges [Member]	'	'	'
Derivative Instruments Gain (Loss) [Line Items]	'	'	'
Gain or (Loss) Reclassified from AOCI into Income (Effective Portion)	4,000,000	-6,000,000	-3,000,000
Accumulated Other Comprehensive Loss, net of tax	'	'	'
Derivative Instruments Gain (Loss) [Line Items]	'	'	'
Loss on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring	$0	'	$0

Recovered_Sheet10

Investments and Derivative Instruments (Fair Value Hedges) (Details) (Fair value hedges [Member], USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Interest Rate Swap [Member] | Net realized capital gains (losses) [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Gain or (Loss) Recognized in Income, Derivative	$32	[1]	($3)	[1]	($73)	[1]
Gain or (Loss) Recognized in Income, Hedged Item	-30	[1]	-3	[1]	70	[1]
Interest Rate Swap [Member] | Benefits, losses and loss adjustment expenses [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Gain or (Loss) Recognized in Income, Derivative	'		0		-1
Gain or (Loss) Recognized in Income, Hedged Item	'		0		0
Foreign Currency Swap [Member] | Net realized capital gains (losses) [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Gain or (Loss) Recognized in Income, Derivative	1	[1]	-7	[1]	-1	[1]
Gain or (Loss) Recognized in Income, Hedged Item	-1	[1]	7	[1]	1	[1]
Foreign Currency Swap [Member] | Benefits, losses and loss adjustment expenses [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Gain or (Loss) Recognized in Income, Derivative	-2	[1]	-6	[1]	-22	[1]
Gain or (Loss) Recognized in Income, Hedged Item	$2	[1]	$6	[1]	$22	[1]
[1]	e amounts presented do not include the periodic net coupon settlements of the derivative or the coupon income (expense)B related to the hedged item. The net of the amounts presented represents the ineffective portion of the hedge.N

Recovered_Sheet11

Investments and Derivative Instruments (Non-qualifying Strategies) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Interest rate swaps, swap options , caps, floors and forwards [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Pre-tax realized gains	$54		$21		($22)
Foreign currency swaps and forwards [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Pre-tax realized gains	2		19		3
3 Win Related Foreign Currency Swaps [Member] | Japan [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Pre-tax realized gains	-268	[1]	-300	[1]	31	[1]
Fixed annuity hedging instruments [Member] | Japan [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Pre-tax realized gains	-207	[2]	-178	[2]	109	[2]
Credit Derivatives that Purchase Credit Protection [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Pre-tax realized gains	-38		-64		-10
Credit Derivatives that Assume Credit Risk [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Pre-tax realized gains	72		293		-174
Equity index swaps and options [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Pre-tax realized gains	-33		-39		-89
GMWB product derivatives [Member] | U.S. [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Pre-tax realized gains	1,306		1,430		-780
GMWB Reinsurance [Member] | U.S. [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Pre-tax realized gains	-192		-280		131
GMWB hedging instruments [Member] | U.S. [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Pre-tax realized gains	-852		-631		252
Macro Hedge Program [Member] | U.S. [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Pre-tax realized gains	-234		-340		-216
International program product derivatives [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Pre-tax realized gains	16		42		-13
International program hedging instruments [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Pre-tax realized gains	-1,602		-1,509		704
Contingent Capital Facility Put Option [Member]	'		'		'
Derivative Instruments Gain (Loss) [Line Items]	'		'		'
Pre-tax realized gains	($7)		($6)		($5)
[1]	e associated liability is adjusted for changes in spot rates through realized capital gains and was $250, $189 and $(100) for the years ended DecemberB 31, 2013, 2012 and 2011, respectively.[
[2]	e associated liability is adjusted for changes in spot rates through realized capital gains and losses and was $324, $245 and $(129) for the years ended DecemberB 31, 2013, 2012 and 2011, respectively.[3] Excludes investments that contain an embedded credit derivative for which the Company has elected the fair value option. For further discussion, see the Fair Value Option section in Note 5 - Fair Value Measurements.F

Recovered_Sheet12

Investments and Derivative Instruments (Credit Risk through Credit Derivatives) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Derivative [Line Items]	'	'
Notional Amount	$159,441	$169,762
Fair Value	-737	-279
Corporate Credit/Foreign Gov. [Member] | Single Name Credit Default Swaps [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]	'	'
Derivative [Line Items]	'	'
Notional Amount	1,259	2,321	[1]
Fair Value	8	7
Weighted Average Years to Maturity	'1 year	'3 years
Underlying Referenced Credit Obligation Type	'CorporateB Credit/ Foreign Gov.	'CorporateB Credit/ Foreign Gov.	[2]
Average Credit Rating	'A	'A	[2]
Offsetting Notional Amount	1,066	1,367	[3]
Offsetting Fair Value	-9	-26	[3]
Corporate Credit [Member] | Single Name Credit Default Swaps [Member] | Below Investment Grade Risk Exposure [Member] | Credit [Member]	'	'
Derivative [Line Items]	'	'
Notional Amount	24	145	[1]
Fair Value	0	-1
Weighted Average Years to Maturity	'1 year	'1 year
Underlying Referenced Credit Obligation Type	'Corporate Credit	'Corporate Credit	[2]
Average Credit Rating	'CCC	'B+	[2]
Offsetting Notional Amount	24	145	[3]
Offsetting Fair Value	-1	-3	[3]
Corporate Credit [Member] | Basket Credit Default Swaps [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]	'	'
Derivative [Line Items]	'	'
Notional Amount	3,447	3,978	[1],[4]
Fair Value	50	7	[4]
Weighted Average Years to Maturity	'3 years	'3 years	[4]
Underlying Referenced Credit Obligation Type	'Corporate Credit	'Corporate Credit	[2],[4]
Average Credit Rating	'BBB	'BBB+	[2],[4]
Offsetting Notional Amount	2,270	2,712	[3],[4]
Offsetting Fair Value	-35	-13	[3],[4]
Corporate Credit [Member] | Basket Credit Default Swaps [Member] | Below Investment Grade Risk Exposure [Member] | Credit [Member]	'	'
Derivative [Line Items]	'	'
Notional Amount	'	195	[1],[4]
Fair Value	'	-46	[4]
Weighted Average Years to Maturity	'	'4 years	[4]
Underlying Referenced Credit Obligation Type	'	'CMBS Credit	[2],[4]
Average Credit Rating	'	'B+	[2],[4]
Offsetting Notional Amount	'	195	[3],[4]
Offsetting Fair Value	'	46	[3],[4]
Corporate Credit [Member] | Embedded Credit Derivatives [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]	'	'
Derivative [Line Items]	'	'
Notional Amount	350	525	[1]
Fair Value	339	478
Weighted Average Years to Maturity	'3 years	'4 years
Underlying Referenced Credit Obligation Type	'Corporate Credit	'Corporate Credit	[2]
Average Credit Rating	'BBB+	'BBB-	[2]
Offsetting Notional Amount	0	0	[3]
Offsetting Fair Value	0	0	[3]
CMBS Credit [Member] | Basket Credit Default Swaps [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]	'	'
Derivative [Line Items]	'	'
Notional Amount	327	330	[1],[4]
Fair Value	-7	-17	[4]
Weighted Average Years to Maturity	'3 years	'4 years	[4]
Underlying Referenced Credit Obligation Type	'CMBS Credit	'CMBS Credit	[2],[4]
Average Credit Rating	'A	'A	[2],[4]
Offsetting Notional Amount	327	330	[3],[4]
Offsetting Fair Value	7	17	[3],[4]
CMBS Credit [Member] | Basket Credit Default Swaps [Member] | Below Investment Grade Risk Exposure [Member] | Credit [Member]	'	'
Derivative [Line Items]	'	'
Notional Amount	195	'
Fair Value	-31	'
Weighted Average Years to Maturity	'3 years	'
Underlying Referenced Credit Obligation Type	'CMBS Credit	'
Average Credit Rating	'B-	'
Offsetting Notional Amount	195	'
Offsetting Fair Value	$31	'
[1]	[
[2]	e average credit ratings are based on availability and the midpoint of the applicable ratings among Moodybs, S&P, and Fitch. If no rating is available from a rating agency, then an internally developed rating is used.[
[3]	e Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap.[
[4]	cludes $4.1 billion and $4.5 billion as of DecemberB 31, 2013 and 2012, respectively, of standard market indices of diversified portfolios of corporate issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index.

Recovered_Sheet13

Investments and Derivative Instruments Investment and Derivative Instruments (Textuals) (Details) (USD $)

3 Months Ended

12 Months Ended

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

securities

securities

Securities Received as Collateral, Amount Repledged and Sold

'

'

'

'

'

'

'

'

$39

$0

'

Stockholders' Equity Attributable to Parent

18,905,000,000

'

'

'

22,447,000,000

'

'

'

18,905,000,000

22,447,000,000

21,486,000,000

Percentage of Stockholders' Equity to Credit Concentration Risk

10.00%

'

'

'

'

'

'

'

10.00%

'

'

Company's Percentage of Largest Exposure to Invested Assets

2.00%

'

'

'

'

'

'

'

2.00%

'

'

Company's Exposures in Commercial Real Estate Sector Percentage of Invested Assets

15.00%

'

'

'

7.00%

'

'

'

15.00%

7.00%

'

Company's Exposures in Municipal Investments Sector Percentage of Invested Assets

8.00%

'

'

'

6.00%

'

'

'

8.00%

6.00%

'

Company's Exposures in Basic Industry Sector Percentage of Invested Assets

7.00%

'

'

'

5.00%

'

'

'

7.00%

5.00%

'

Number of Securities Included in AFS Securities in Unrealized Loss Position

3,215

'

'

'

'

'

'

'

3,215

'

'

Percentage of Gross Unrealized Losses Depressed Less than Twenty Percent of Cost or Amortized Cost

94.00%

'

'

'

'

'

'

'

94.00%

'

'

Securities Depressed to Cost or Amortized Cost Lower Limit

20.00%

'

'

'

'

'

'

'

20.00%

'

'

Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost

'

'

'

'

'

'

'

'

-1,077,000,000

-1,062,000,000

'

Number of Years to Maturity for Securities Concentrated in Financial Services Sector

'

'

'

'

'

'

'

'

'10 years

'

'

Carrying Value of Mortgage Loans Associated with Valuation Allowance

191,000,000

'

'

'

291,000,000

'

'

'

191,000,000

291,000,000

'

Certain Loans Acquired in Transfer Held-for-sale Accounted for as Debt Securities Carrying Amount Net

61,000,000

'

'

'

47,000,000

'

'

'

61,000,000

47,000,000

'

Certain Loans and Debt Securities Acquired in Transfer Held for Sale Allowance for Credit Losses Due to Subsequent Impairment

3,000,000

'

'

'

3,000,000

'

'

'

3,000,000

3,000,000

'

Current Weighted Average Loan to Value Ratio of Commercial Mortgage Loan

59.00%

'

'

'

'

'

'

'

59.00%

'

'

Original Weighted Average Loan to Value Ratio of Commercial Mortgage loan

63.00%

'

'

'

'

'

'

'

63.00%

'

'

Available-for-sale Securities Mortgage Loans Average Debt Service Coverage Ratio

2.34

'

'

'

'

'

'

'

2.34

'

'

Variable Interest Entity, Consolidated, Carrying Amount, Assets

199,000,000

'

'

'

258,000,000

'

'

'

199,000,000

258,000,000

'

Other liabilities, variable interest entity liabilities

33,000,000

[1]

'

'

'

89,000,000

[1]

'

'

'

33,000,000

[1]

89,000,000

[1]

'

Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount

177,000,000

[2]

'

'

'

174,000,000

[2]

'

'

'

177,000,000

[2]

174,000,000

[2]

'

Collateral Obtained off of Fair Value of Securities Transferred, Equal to at Least

95.00%

'

'

'

'

'

'

'

95.00%

'

'

Pledged Financial Instruments, Not Separately Reported, Securities for Repurchase Agreements

923

'

'

'

'

'

'

'

923

'

'

Securities Sold under Agreements to Repurchase, Collateral, Right to Reclaim Securities

923

'

'

'

'

'

'

'

923

'

'

Net Derivatives, Notional Amount

159,441,000,000

'

'

'

169,762,000,000

'

'

'

159,441,000,000

169,762,000,000

'

Limited partnerships and other alternative investments

3,040,000,000

'

'

'

3,015,000,000

'

'

'

3,040,000,000

3,015,000,000

'

Outstanding commitments to fund limited partnership and other alternative investments

531,000,000

'

'

'

'

'

'

'

531,000,000

'

'

Aggregate investment loss percentage of Company's pre-tax consolidated net income, minimum

'

'

'

'

'

'

'

'

10.00%

'

'

Total assets

277,884,000,000

'

'

'

298,513,000,000

'

'

'

277,884,000,000

298,513,000,000

'

Total liabilities

258,979,000,000

'

'

'

276,066,000,000

'

'

'

258,979,000,000

276,066,000,000

'

Net investment income (loss)

'

'

'

'

'

'

'

'

9,423,000,000

8,591,000,000

2,918,000,000

Net income (loss)

'

293,000,000

-190,000,000

-241,000,000

'

13,000,000

-101,000,000

96,000,000

176,000,000

-38,000,000

712,000,000

Maximum Aggregate Principal Amount of Junior Subordinated Notes

1,750,000,000

'

'

'

'

'

'

'

1,750,000,000

'

'

Disposal Group, Assets of Business Transferred under Modified Coinsurance Arrangement

1,300,000,000

'

'

'

'

'

'

'

1,300,000,000

'

'

Derivative Liability, Fair Value, Net

1,300,000,000

'

'

'

1,500,000,000

'

'

'

1,300,000,000

1,500,000,000

'

Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months

'

'

'

'

'

'

'

'

83,000,000

'

'

Fair value collateral pledged

347

'

'

'

208

'

'

'

347

208

'

Collateral received in cash

'

'

'

'

33,000,000

'

'

'

'

33,000,000

'

Cash collateral received

180

'

'

'

701

'

'

'

180

701

'

Fair value of securities on deposit

1,900,000,000

'

'

'

1,700,000,000

'

'

'

1,900,000,000

1,700,000,000

'

Line of Credit Facility, Amount Outstanding

238,000,000

'

'

'

0

'

'

'

238,000,000

0

'

Maximum Term Over for Hedging Exposure to Variability of Future Cash Flows

'

'

'

'

'

'

'

'

'2 years

'

'

Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net

99

'

'

'

'

'

'

'

99

'

'

Net income (loss)

314,000,000

'

'

'

-46,000,000

'

'

'

176,000,000

-38,000,000

712,000,000

Gross Gains and Losses on Sales and Impairments Reported in AOCI

'

'

'

'

'

'

'

'

1,600,000,000

32,000,000

129,000,000

Securities Received as Collateral

243

'

'

'

653

'

'

'

243

653

'

Fair Value of Securities Received as Collateral that Can be Resold or Repledged

191

'

'

'

525

'

'

'

191

525

'

Fixed Maturities [Member]

'

'

'

'

'

'

'

'

'

'

'

Fair value collateral pledged

1,300,000,000

'

'

'

600,000,000

'

'

'

1,300,000,000

600,000,000

'

Equity Securities [Member]

'

'

'

'

'

'

'

'

'

'

'

Trading Securities, Change in Unrealized Holding Gain (Loss)

'

'

'

'

'

'

'

'

4,100,000,000

4,500,000,000

-1,300,000,000

Available-for-sale Securities Continuous Unrealized Loss Position Amortized Cost

'

'

'

'

'

'

'

'

-49,000,000

-57,000,000

'

Government of Japan Government of United Kingdom And T And T Inc [Member]

'

'

'

'

'

'

'

'

'

'

'

Company's Percentage of Largest Exposure to Invested Assets

4.00%

'

'

'

'

'

'

'

4.00%

'

'

Jp Morgan Chase and Co Wells Fargo and Co and At and T Inc [Member]

'

'

'

'

'

'

'

'

'

'

'

Company's Percentage of Largest Exposure to Invested Assets

'

'

'

'

3.00%

'

'

'

'

3.00%

'

Commercial [Member]

'

'

'

'

'

'

'

'

'

'

'

Financing Receivable Recorded Investment Delinquency Period

'

'

'

'

'

'

'

'

'90B days or more

'

'

Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing

0

'

'

'

'

'

'

'

0

'

'

Financing Receivable, Allowance for Credit Losses

50,000,000

'

'

'

'

'

'

'

50,000,000

'

'

Variable Interest Entity, Not Primary Beneficiary [Member]

'

'

'

'

'

'

'

'

'

'

'

Variable Interest Entity, Consolidated, Carrying Amount, Assets

17,000,000

'

'

'

23,000,000

'

'

'

17,000,000

23,000,000

'

Other liabilities, variable interest entity liabilities

19,000,000

'

'

'

23,000,000

'

'

'

19,000,000

23,000,000

'

Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount

3,000,000

'

'

'

3,000,000

'

'

'

3,000,000

3,000,000

'

Limited Partner [Member]

'

'

'

'

'

'

'

'

'

'

'

Total assets

85,600,000,000

'

'

'

90,500,000,000

'

'

'

85,600,000,000

90,500,000,000

'

Total liabilities

11,400,000,000

'

'

'

12,800,000,000

'

'

'

11,400,000,000

12,800,000,000

'

Net investment income (loss)

'

'

'

'

'

'

'

'

1,800,000,000

1,000,000,000

'

Net income (loss)

'

'

'

'

'

'

'

'

8,400,000,000

7,200,000,000

'

Interest Rate Swap [Member]

'

'

'

'

'

'

'

'

'

'

'

Net Derivatives, Notional Amount

6,900,000,000

'

'

'

7,500,000,000

'

'

'

6,900,000,000

7,500,000,000

'

International Program Hedging Instruments [Member]

'

'

'

'

'

'

'

'

'

'

'

Net Derivatives, Notional Amount

73,048,000,000

'

'

'

63,085,000,000

'

'

'

73,048,000,000

63,085,000,000

'

International Program Hedging Instruments [Member] | Foreign Exchange Forward [Member]

'

'

'

'

'

'

'

'

'

'

'

Net Derivatives, Notional Amount

13,410,000,000

[3]

'

'

'

9,327,000,000

[3]

'

'

'

13,410,000,000

[3]

9,327,000,000

[3]

'

International Program Hedging Instruments [Member] | Equity Swap [Member]

'

'

'

'

'

'

'

'

'

'

'

Net Derivatives, Notional Amount

4,269,000,000

'

'

'

2,617,000,000

'

'

'

4,269,000,000

2,617,000,000

'

International Program Hedging Instruments [Member] | Net Hedge Position [Member] | Foreign Exchange Forward [Member]

'

'

'

'

'

'

'

'

'

'

'

Net Derivatives, Notional Amount

-1,800,000,000

'

'

'

100,000,000

'

'

'

-1,800,000,000

100,000,000

'

International Program Hedging Instruments [Member] | Long Hedge Position [Member] | Foreign Exchange Forward [Member]

'

'

'

'

'

'

'

'

'

'

'

Net Derivatives, Notional Amount

5,800,000,000

'

'

'

4,700,000,000

'

'

'

5,800,000,000

4,700,000,000

'

International Program Hedging Instruments [Member] | Short Hedge Position [Member] | Foreign Exchange Forward [Member]

'

'

'

'

'

'

'

'

'

'

'

Net Derivatives, Notional Amount

7,600,000,000

'

'

'

4,600,000,000

'

'

'

7,600,000,000

4,600,000,000

'

Contingent Capital Facility Put Option [Member]

'

'

'

'

'

'

'

'

'

'

'

Net Derivatives, Notional Amount

500,000,000

'

'

'

500,000,000

'

'

'

500,000,000

500,000,000

'

Maximum Aggregate Principal Amount of Junior Subordinated Notes

500,000,000

'

'

'

'

'

'

'

500,000,000

'

'

Basket Credit Default Swaps [Member] | Standard Market Indices of Diversified Portfolios [Member]

'

'

'

'

'

'

'

'

'

'

'

Amount of Standard Market Indices of Diversified Portfolios of Corporate Issuers

4,100,000,000

'

'

'

4,500,000,000

'

'

'

4,100,000,000

4,500,000,000

'

Japan [Member]

'

'

'

'

'

'

'

'

'

'

'

Stockholders' Equity Attributable to Parent

2,600,000,000

'

'

'

2,700,000,000

'

'

'

2,600,000,000

2,700,000,000

'

Percentage of Stockholders' Equity to Credit Concentration Risk

14.00%

'

'

'

12.00%

'

'

'

14.00%

12.00%

'

Company's Percentage of Largest Exposure to Invested Assets

3.00%

'

'

'

'

'

'

'

3.00%

'

'

Japan [Member] | Three Win Related Foreign Currency Swaps [Member]

'

'

'

'

'

'

'

'

'

'

'

Associated Liability Adjusted for Changes in Spot Rates Through Realized Capital Gain

'

'

'

'

'

'

'

'

250,000,000

189,000,000

-100,000,000

Japan [Member] | Fixed annuity hedging instruments [Member]

'

'

'

'

'

'

'

'

'

'

'

Associated Liability Adjusted for Changes in Spot Rates Through Realized Capital Gain

'

'

'

'

'

'

'

'

324,000,000

245,000,000

-129,000,000

Individual Life [Member]

'

'

'

'

'

'

'

'

'

'

'

Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Change in Status

'

'

'

'

'

'

'

'

177,000,000

'

'

Fixed Maturities AFS [Member]

'

'

'

'

'

'

'

'

'

'

'

Secured Debt, Dollar Rolls

1,000,000,000

'

'

'

'

'

'

'

1,000,000,000

'

'

Other Liabilities [Member]

'

'

'

'

'

'

'

'

'

'

'

Secured Debt, Dollar Rolls

1,000,000,000

'

'

'

'

'

'

'

1,000,000,000

'

'

Fixed Maturities [Member] | Japan [Member]

'

'

'

'

'

'

'

'

'

'

'

Available-for-sale Securities Pledged as Collateral

272,000,000

'

'

'

'

'

'

'

272,000,000

'

'

US Treasury and Government [Member]

'

'

'

'

'

'

'

'

'

'

'

Available-for-sale Securities Pledged as Collateral

$34,000,000

'

'

'

$59,000,000

'

'

'

$34,000,000

$59,000,000

'

[1]

Included in other liabilities in the Companybs Consolidated Balance Sheets.

[2]

The maximum exposure to loss represents the maximum loss amount that the Company could recognize as a reduction in net investment income or as a realized capital loss and is the cost basis of the Companybs investment.

[3]

As of DecemberB 31, 2013 and 2012, net notional amounts are $(1.8) billion and $0.1 billion, respectively, which include $5.8 billion and $4.7 billion, respectively, related to long positions and $7.6 billion and $4.6 billion, respectively, related to short positions.

Recovered_Sheet14

Investments and Derivative Instruments Investments and Derivative Instruments (Offsetting Derivatives) Details (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Offsetting Assets [Line Items]	'	'
Derivative Liability, Fair Value, Gross Liability	($2,685)	($3,866)
Derivative Asset, Fair Value, Gross Asset	1,948	3,587
Derivative Liability, Fair Value, Amount Offset Against Collateral	-128	-160,000
Other Liabilities [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Liability, Fair Value, Gross Asset	-2,626	-2,528
Derivative Liability, Fair Value, Gross Liability	-1,496	-1,895
Derivative Liability	-1,223	-177
Derivative, Collateral, Right to Reclaim Cash	-93	-456
Derivative Liability, Fair Value of Collateral	-1,204	-541
Derivative Liability, Fair Value, Amount Offset Against Collateral	-74	-92
Other Investments [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	1,845	3,396
Derivative Asset, Fair Value, Gross Liability	1,463	2,503
Derivative Asset	442	1,045
Derivative, Collateral, Obligation to Return Cash	-60	152
Derivative Asset, Fair Value of Collateral	242	759
Derivative Asset, Fair Value, Amount Offset Against Collateral	$140	$134

Reinsurance_Details

Reinsurance (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'
Reinsurance Recoverables	$23,330	$4,666	'
Reinsurance Recoverables on Unpaid Losses, Gross	2,841	2,852	'
Premiums Receivable, Allowance for Doubtful Accounts	-244	-268	'
Gross reinsurance recoverable	'	3,022	'
Reinsurance Recoverables on Paid Losses	138	170	'
Premiums Earned	'	'	'
Direct	18,292	18,984	19,629
Assumed From Other Companies	379	342	359
Reinsurance ceded	-2,651	-1,320	-1,212
Life insurance fees, earned premiums and other	'	'	'
Assumed From Other Companies	379	342	359
Reinsurance ceded	-2,651	-1,320	-1,212
Life Annuity Accident and Health Insurance Product [Domain]	'	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'
Reinsurance Recoverables	20,595	1,912	'
Premiums Earned	'	'	'
Assumed From Other Companies	138	137	134
Reinsurance ceded	-1,780	-524	-524
Life insurance fees, earned premiums and other	'	'	'
Gross fee income, earned premiums and other	7,798	8,500	9,292
Assumed From Other Companies	138	137	134
Reinsurance ceded	-1,780	-524	-524
Net fee income, earned premiums and other	6,156	8,113	8,902
Property, Liability and Casualty Insurance Product Line [Member]	'	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'
Reinsurance Recoverables	2,735	2,754	'
Gross reinsurance recoverable	2,979	'	'
Premiums Earned	'	'	'
Direct	10,494	10,484	10,337
Assumed From Other Companies	241	205	225
Reinsurance ceded	-871	-796	-688
Net	9,864	9,893	9,874
Premiums Written and Earned [Abstract]	'	'	'
Direct	10,564	10,405	10,368
Assumed	247	230	226
Ceded	-882	-788	-742
Net	9,929	9,847	9,852
Life insurance fees, earned premiums and other	'	'	'
Assumed From Other Companies	241	205	225
Reinsurance ceded	-871	-796	-688
Life Insurance and Annuities [Member]	'	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'
Reinsurance Recoverables	1,221	1,912	'
Premiums Earned	'	'	'
Direct	6,182	6,572	7,170
Assumed From Other Companies	80	69	71
Reinsurance ceded	-1,718	-458	-463
Life insurance fees, earned premiums and other	'	'	'
Assumed From Other Companies	80	69	71
Reinsurance ceded	-1,718	-458	-463
Retirement Plans and Individual Life Businesses [Member]	'	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'
Reinsurance Recoverables	$19,374	$0	'

Reinsurance_Details_Textual

Reinsurance (Details Textual) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'	'
Reinsurance Recoverables	$23,330,000,000	$4,666,000,000	'	'
Percentage of Stockholders' Equity to Credit Concentration Risk	10.00%	'	'	'
Largest amount of life insurance retained on any one life by any company comprising of the life	10,000,000	10,000,000	'	10,000,000
Life insurance recoveries on ceded reinsurance contracts	913,000,000	285,000,000	224,000,000	'
Property and casualty ceded losses which reduce losses and loss adjustment expenses incurred	0	0	0	'
Allowance for uncollectible reinsurance	244,000,000	268,000,000	'	'
Retirement Plans [Member]	'	'	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'	'
Reinsurance Recoverables	0	'	'	'
Individual Life [Member]	'	'	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'	'
Reinsurance Recoverables	0	'	'	'
Reinsurance Recoverables, Percentage of Total	13.00%	'	'	'
Prudential [Member] | Individual Life [Member]	'	'	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'	'
Fair Value of Assets Held in Trust	0	'	'	'
Mass Mutual [Member] | Retirement Plans [Member]	'	'	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'	'
Fair Value of Assets Held in Trust	$0	'	'	'

Deferred_Policy_Acquisition_Co2

Deferred Policy Acquisition Costs and Present Value of Future Profits (Changes in deferred policy acquisition costs and present value of future profits) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012		Dec. 31, 2011
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'		'
Disposition of DAC Asset	'	$16,000,000		'
Changes in deferred policy acquisition costs and present value of future profits	'	'		'
Balance, beginning of period	5,725,000,000	6,556,000,000	[1]	7,473,000,000
Deferred Costs	1,330,000,000	1,639,000,000		1,696,000,000
Amortization b DAC	-1,615,000,000	-1,844,000,000		-2,025,000,000
Amortization b Unlock benefit (charge), pre-tax	-1,086,000,000	-144,000,000		-419,000,000
Amortization DAC from Discontinued Operations	-2,229,000,000	0		0
Adjustments to unrealized gains and losses on securities available-for-sale and other	122,000,000	-364,000,000		-240,000,000	[2],[3]
Effect of currency translation	-86,000,000	-118,000,000		71,000,000
Balance, end of period	2,161,000,000	5,725,000,000		6,556,000,000	[1]
Individual Life [Member]	'	'		'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'		'
Disposition of DAC Asset	0	'		'
Changes in deferred policy acquisition costs and present value of future profits	'	'		'
Amortization b DAC	-2,374	'		'
Retirement Plans [Member]	'	'		'
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'		'
Disposition of DAC Asset	0	'		'
Changes in deferred policy acquisition costs and present value of future profits	'	'		'
Amortization b DAC	($352)	'		'
[1]	[4]Other includes a $16 reduction of the DAC asset as a result of the sale of assets used to administer the Company's PPLI business in 2012. The reduction is directly attributable to this transaction as it results in lower future estimated gross profits than originally estimated on these products.
[2]	[1]Includes Unlock charge of $887 in 2013 related to elimination of future estimated gross profits on the Japan variable annuity block due to the increased costs associated with expanding the Japan variable annuity hedging program.
[3]	[2]Includes accelerated amortization of $352 and $2,374 recognized upon the sale of the Retirement Plans and Individual Life businesses, respectively, in 2013. For further information, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.

Deferred_Policy_Acquisition_Co3

Deferred Policy Acquisition Costs and Present Value of Future Profits (Details Textual) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'
Amortization Unlock	$1,086,000,000	$144,000,000	$419,000,000
Amortization DAC	1,615,000,000	1,844,000,000	2,025,000,000
Deferred policy acquisition costs and present value of future profits	2,161,000,000	5,725,000,000	'
Disposition of DAC Asset	'	16,000,000	'
Estimated future net amortization expense of present value of future profits in 2013	8,000,000	'	'
Estimated future net amortization expense of present value of future profits in 2014	7,000,000	'	'
Estimated future net amortization expense of present value of future profits in 2015	6,000,000	'	'
Estimated future net amortization expense of present value of future profits in 2016	5,000,000	'	'
Estimated future net amortization expense of present value of future profits in 2017	5,000,000	'	'
Retirement Plans [Member]	'	'	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'
Amortization DAC	352	'	'
Disposition of DAC Asset	0	'	'
Individual Life [Member]	'	'	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'
Amortization DAC	2,374	'	'
Disposition of DAC Asset	0	'	'
Variable Annuity [Member]	'	'	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'
Amortization Unlock	$887	'	'

Goodwill_and_Other_Intangible_2

Goodwill and Other Intangible Assets (Details) (USD $)

3 Months Ended

12 Months Ended

12 Months Ended

12 Months Ended

12 Months Ended

12 Months Ended

12 Months Ended

Mar. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Property & Casualty Commercial [Member]

Property & Casualty Commercial [Member]

Consumer Markets [Member]

Consumer Markets [Member]

Consumer Markets [Member]

Mutual Funds [Member]

Mutual Funds [Member]

Mutual Funds [Member]

Individual Life [Member]

Individual Life [Member]

Individual Life [Member]

Retirement Plans [Member]

Retirement Plans [Member]

Retirement Plans [Member]

Total Talcott Resolution [Member]

Total Talcott Resolution [Member]

Total Talcott Resolution [Member]

Corporate [Member]

Corporate [Member]

Corporate [Member]

Group Benefits [Member]

Group Benefits [Member]

Mutual Funds [Member]

Mutual Funds [Member]

Corporate Segment [Member]

Corporate Segment [Member]

Corporate Segment [Member]

Corporate Segment [Member]

Goodwill [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Gross

'

$1,039,000,000

$1,391,000,000

$30,000,000

$30,000,000

'

$119,000,000

$119,000,000

'

$149,000,000

$159,000,000

'

$0

[1]

$224,000,000

[1]

'

$87,000,000

[1]

$87,000,000

[1]

'

$87,000,000

$311,000,000

'

$654,000,000

[1],[2]

$772,000,000

[1],[2]

'

'

'

'

Accumulated Impairments

'

-385,000,000

-385,000,000

-30,000,000

-30,000,000

0

0

'

0

0

'

0

[1]

0

[1]

'

0

[1]

0

[1]

'

0

0

'

-355,000,000

[1],[2]

-355,000,000

[1],[2]

'

'

'

'

'

Goodwill, Written off Related to Sale of Business Unit

156

-156,000,000

'

0

'

0

'

'

0

'

'

0

[1]

'

'

87,000,000

[1]

'

'

87,000,000

'

'

69,000,000

[1],[2]

'

'

'

'

'

'

Business Disposition

'

'

-352,000,000

'

0

'

0

'

'

-10,000,000

'

'

-224,000,000

[1]

'

'

0

[1]

'

'

-224,000,000

'

'

-118,000,000

[1],[2]

'

'

'

'

'

Carrying Value

'

$498,000,000

$654,000,000

$0

$0

$119,000,000

$119,000,000

'

$149,000,000

$149,000,000

'

$0

[1]

$0

[1]

'

$0

[1]

$87,000,000

[1]

'

$0

$87,000,000

'

$230,000,000

[1],[2]

$299,000,000

[1],[2]

'

$138,000,000

$138,000,000

$92,000,000

$92,000,000

[1]

Carrying value as of December 31, 2013 includes $138 and $92, respectively, for the Group Benefits and Mutual Funds reporting units. Carrying value as of December 31, 2012 includes $138, $92 and $69, respectively, for the Group Benefits, Mutual Funds and Retirement Plans reporting units.

[2]

For further information, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.

Goodwill_and_Other_Intangible_3

Goodwill and Other Intangible Assets (Textual) (Details) (USD $)

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

Jun. 30, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2010

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Retirement Plans [Member]

Retirement Plans [Member]

Individual Life [Member]

Individual Life [Member]

Individual Life [Member]

Individual Life [Member]

Federal Trust Corporation Reporting Unit within Corporate and Other [Member]

Property Casualty Commercial [Member]

Property Casualty Commercial [Member]

Consumer Markets [Member]

Consumer Markets [Member]

Group Benefits [Member]

Group Benefits [Member]

Mutual Funds [Member]

Mutual Funds [Member]

Corporate [Member]

Retirement Plans [Member]

Mutual Funds [Member]

Mutual Funds [Member]

Group Benefits [Member]

Group Benefits [Member]

segments

Corporate [Member]

Corporate [Member]

Corporate [Member]

Corporate [Member]

Corporate [Member]

Goodwill [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Carrying Value

'

$498,000,000

$654,000,000

'

$0

[1]

$87,000,000

[1]

$0

[1]

$0

[1]

$0

[1]

'

'

$0

$0

$119,000,000

$119,000,000

'

'

$149,000,000

$149,000,000

'

$69,000,000

$92,000,000

$92,000,000

$138,000,000

$138,000,000

Goodwill impairment loss

10

0

0

30,000,000

0

0

342,000,000

342

0

'

'

30,000,000

'

0

0

0

0

0

0

0

'

'

'

'

'

Number of company reporting segments which completed interim impairment test

'

'

'

'

2

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Annual impairment test margin, percent

'

'

'

'

10.00%

'

'

'

'

10.00%

'

'

'

'

'

10.00%

'

'

'

'

'

'

'

'

'

Disposal of discontinued operation, before income tax

'

'

'

'

'

'

'

'

'

'

15,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Goodwill fair value in excess of book value, percent

'

'

'

'

'

'

15.00%

'

15.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Estimated future net amortization expense for 2013

'

6,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Estimated future net amortization expense for 2014

'

6,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Estimated future net amortization expense for 2015

'

6,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Estimated future net amortization expense for 2016

'

$6,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

[1]

Carrying value as of December 31, 2013 includes $138 and $92, respectively, for the Group Benefits and Mutual Funds reporting units. Carrying value as of December 31, 2012 includes $138, $92 and $69, respectively, for the Group Benefits, Mutual Funds and Retirement Plans reporting units.

Separate_Accounts_Death_Benefi2

Separate Accounts, Death Benefits and Other Insurance Benefit Features (Changes in Gross Liabilities and Assets) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Guaranteed Minimum Death Benefit [Member] | U.S. [Member]	'	'
Changes in the gross U.S. GMDB, International GMDB/GMIB, and UL secondary guarantee benefits	'	'
Liability, balance as of January 1	$918	$1,104
Incurred	182	210
Paid	-135	-185
Liabilities for Guarantees on Long-Duration contracts, Reinsurance Transaction Impact	'	'
Unlock	'	-211
Currency translation adjustment	'	'
Liability balance as of December 31	849	918
Reinsurance recoverable asset, as of January 1	608	724
Incurred	104	121
Paid	-98	-121
Unlock	-81	-116
Reinsurance Recoverable Asset Impact of Reinsurance Transaction	'	'
Currency translation adjustment	'	'
Reinsurance recoverable asset, as of December 31	533	608
Guaranteed Minimum Death Benefit [Member] | International [Member]	'	'
Changes in the gross U.S. GMDB, International GMDB/GMIB, and UL secondary guarantee benefits	'	'
Liabilities for Guarantees on Long-Duration contracts, Reinsurance Transaction Impact	'	'
Reinsurance Recoverable Asset Impact of Reinsurance Transaction	'	'
Guaranteed Minimum Death Benefit [Member] | Universal Life [Member]	'	'
Changes in the gross U.S. GMDB, International GMDB/GMIB, and UL secondary guarantee benefits	'	'
Liabilities for Guarantees on Long-Duration contracts, Reinsurance Transaction Impact	1,145	'
Reinsurance Recoverable Asset Impact of Reinsurance Transaction	1,485	'
GMDB/GMIB [Member] | U.S. [Member]	'	'
Changes in the gross U.S. GMDB, International GMDB/GMIB, and UL secondary guarantee benefits	'	'
Unlock	-116	'
GMDB/GMIB [Member] | International [Member]	'	'
Changes in the gross U.S. GMDB, International GMDB/GMIB, and UL secondary guarantee benefits	'	'
Liability, balance as of January 1	661	975
Incurred	82	133
Paid	-73	-189
Unlock	-301	-155
Currency translation adjustment	-97	-103
Liability balance as of December 31	272	661
Reinsurance recoverable asset, as of January 1	36	40
Incurred	9	9
Paid	-14	-27
Unlock	-2	18
Currency translation adjustment	-6	-4
Reinsurance recoverable asset, as of December 31	23	36
UL Secondary Guarantees [Member] | Universal Life [Member]	'	'
Changes in the gross U.S. GMDB, International GMDB/GMIB, and UL secondary guarantee benefits	'	'
Liability, balance as of January 1	363	228
Incurred	292	113
Paid	'	'
Unlock	2	22
Currency translation adjustment	'	'
Liability balance as of December 31	1,802	363
Reinsurance recoverable asset, as of January 1	21	22
Incurred	296	-1
Paid	'	'
Unlock	'	'
Currency translation adjustment	'	'
Reinsurance recoverable asset, as of December 31	$1,802	$21

Separate_Accounts_Death_Benefi3

Separate Accounts, Death Benefits and Other Insurance Benefit Features (Individual Variable and Group Annuity Account Value) (Details) (USD $)

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

In Millions, unless otherwise specified

MAV Only [Member]

With 5% rollup [Member]

With Earnings Protection Benefit Rider (EPB) [Member]

With 5% rollup & EPB [Member]

Asset Protection Benefit ("APB") [Member]

Lifetime Income Benefit ("LIB") - Death Benefit [Member]

Reset [Member]

Return of Premium ("ROP")/Other [Member]

Guaranteed Minimum Death Benefit [Member]

Guaranteed Minimum Death Benefit [Member]

Guaranteed Minimum Income Benefit [Member]

U.S. [Member]

Japan [Member]

Japan [Member]

Individual Variable and Group Annuity Account Value by GMDB/GMIB Type

'

'

'

'

'

'

'

'

'

'

'

'

'

Account Value ("AV")

$26,698

[1],[2]

'

$19,638

[1],[2]

$1,610

[1],[2]

$4,862

[1],[2]

$588

[1],[2]

$18,579

[2],[3]

$773

[2],[4]

$3,286

[2],[5]

$12,476

[2],[6]

$61,812

[2]

$20,130

[2],[7],[8]

$18,483

[2],[7],[8]

Net Amount at Risk ("NAR")

3,894

[1],[9]

'

2,914

[1],[9]

232

[1],[9]

629

[1],[9]

119

[1],[9]

277

[3],[9]

9

[4],[9]

74

[5],[9]

71

[6],[9]

4,325

[9]

779

[7],[8],[9]

128

[7],[8],[9]

Retained Net Amount at Risk ("RNAR")

695

[1],[9]

'

519

[1],[9]

64

[1],[9]

86

[1],[9]

26

[1],[9]

186

[3],[9]

9

[4],[9]

74

[5],[9]

62

[6],[9]

1,026

[9]

552

128

[7],[8],[9]

Weighted Average Attained Age of Annuitant

'

'

'69 years

[1]

'69 years

[1]

'67 years

[1]

'70 years

[1]

'68 years

[3]

'66 years

[4]

'69 years

[5]

'67 years

[6]

'68 years

'71 years

[7],[8]

'71 years

[7],[8]

Less: General Account Value with U.S. GMDB

4,349

[2]

'

'

'

'

'

'

'

'

'

'

'

'

Subtotal Separate Account Liabilities with U.S. GMDB

57,463

[2]

'

'

'

'

'

'

'

'

'

'

'

'

Separate Account Liabilities without U.S. GMDB

83,423

[2]

'

'

'

'

'

'

'

'

'

'

'

'

Total Separate Account Liabilities

$140,886

[2]

$141,569

'

'

'

'

'

'

'

'

'

'

'

[1]

MAV GMDB is the greatest of current AV, net premiums paid and the highest AV on any anniversary before age 80 years (adjusted for withdrawals).

[2]

AV includes the contract holderbs investment in the separate account and the general account.

[3]

APB GMDB is the greater of current AV or MAV, not to exceed current AV plus 25% times the greater of net premiums and MAV (each adjusted for premiums in the past 12 months).

[4]

LIB GMDB is the greatest of current AV, net premiums paid, or for certain contracts a benefit amount that ratchets over time, generally based on market performance.

[5]

Reset GMDB is the greatest of current AV, net premiums paid and the most recent five to seven year anniversary AV before age 80 years (adjusted for withdrawals).

[6]

ROP GMDB is the greater of current AV or net premiums paid.

[7]

GMDB includes a ROP and MAV (before age 80 years) paid in a single lump sum. GMIB is a guarantee to return initial investment, adjusted for earnings liquidity which allows for free withdrawal of earnings, paid through a fixed payout annuity, after a minimum deferral period of 10 years, 15 years or 20 years. The GRB related to the Japan GMIB was $16.8 billion as of DecemberB 31, 2013. The GRB related to the Japan GMAB and GMWB was $365 as of DecemberB 31, 2013. These liabilities are not included in the Separate Account as they are not legally insulated from the general account liabilities of the insurance enterprise. As of DecemberB 31, 2013, 30% of the GMDB RNAR and 80% of the GMIB NAR is reinsured to a Hartford affiliate; as a result, the effects of the reinsurance are not reflected in this disclosure.

[8]

Policies with a guaranteed living benefit (GMIB in Japan) also have a guaranteed death benefit. The NAR for each benefit is shown in the table above, however these benefits are not additive. When a policy terminates due to death, any NAR related to GMWB or GMIB is released. Similarly, when a policy goes into benefit status on a GMWB or GMIB, its GMDB NAR is released.

[9]

NAR is defined as the guaranteed benefit in excess of the current AV. RNAR represents NAR reduced for reinsurance. NAR and RNAR are highly sensitive to equity markets movements and increase when equity markets decline. Additionally Japanbs NAR and RNAR are highly sensitive to currency movements and increase when the Yen strengthens.

Separate_Accounts_Death_Benefi4

Separate Accounts, Death Benefits and Other Insurance Benefit Features (Account Balances of Contracts) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]	'	'
Variable separate accounts	$57,463	$65,148
Equity securities (including mutual funds) [Member]	'	'
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]	'	'
Variable separate accounts	52,858	58,208
Cash and cash equivalents [Member]	'	'
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]	'	'
Variable separate accounts	$4,605	$6,940

Separate_Accounts_Death_Benefi5

Separate Accounts, Death Benefits and Other Insurance Benefit Features (Details Textual) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'	'
Percentage of GMDB retained net amount of risk reinsured to a hartford affiliate	30.00%	'
Percentage of GMIB net amount of risk reinsured to hartford affiliate	80.00%	'
Age of insurer up to return of premium and MAV	'80 years	'
Invested in fixed income securities	17.00%	16.00%
Invested in equity securities	83.00%	84.00%
MAV Only [Member]	'	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'	'
Age of insurer up to adjusted for withdrawals	'80 years	'
With 5% rollup [Member]	'	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'	'
Age of insurer up to adjusted for withdrawals	'80 years	'
Simple interest up to the earlier of age 80	5.00%	'
Adjusted premiums	100.00%	'
With Earnings Protection Benefit Rider (EPB) [Member]	'	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'	'
Premiums net of withdrawals	200.00%	'
Asset Protection Benefit ("APB") [Member]	'	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'	'
Greater of net premiums and MAV	25.00%	'
Number of past months adjusted for premiums	'12 months	'
Reset [Member]	'	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'	'
Age of insurer up to adjusted for withdrawals	'80 years	'
Guaranteed Minimum Income Benefit [Member] | Japan [Member]	'	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'	'
Guaranteed Remaining Balance	16,800	'
Minimum deferral period for return initial investment of income benefit	'10 years	'
Minimum deferral period for earnings liquidity of income benefit	'15 years	'
Minimum deferral period for fixed annuity of income benefit	'20 years	'
Guaranteed Minimum Withdrawal Benefit [Member] | Japan [Member]	'	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'	'
Guaranteed Remaining Balance	365	'
Minimum [Member] | Reset [Member]	'	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'	'
Net Premiums Paid, Period	'5 years	'
Maximum [Member] | Reset [Member]	'	'
Separate Accounts, Death Benefits and Other Insurance Benefit Features (Textual) [Abstract]	'	'
Net Premiums Paid, Period	'7 years	'

Sales_Inducements_Details

Sales Inducements (Details) (USD $)	12 Months Ended				3 Months Ended	12 Months Ended			3 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2009	Mar. 31, 2013	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Mar. 31, 2013
					Retirement Plans and Individual Life Businesses [Member]	Retirement Plans and Individual Life Businesses [Member]	Retirement Plans and Individual Life Businesses [Member]	Retirement Plans and Individual Life Businesses [Member]	International Annuity [Member]
Changes in deferred sales inducement	'	'	'	'	'	'	'	'	'
Balance, beginning of period	$325	$434	$434	$459	'	'	'	'	'
Sales inducements deferred	0	7	20	'	'	'	'	'	'
Amortization b Unlock	-72	-82	-28	'	'	'	'	'	0
Amortization charged to income	-33	-34	-17	'	'	'	'	'	'
Deferred Sales Inducements, Adjustments	'	'	'	'	0	-71	0	0	'
Balance, end of period	$149	$325	$434	$459	'	'	'	'	'

Reserves_for_Future_Policy_Ben2

Reserves for Future Policy Benefits and Unpaid Losses and Loss Adjustment Expenses (Unpaid Losses and Loss Adjustment Expenses) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Reserve Development	'	'	'	'
Reinsurance recoverables, Beginning Balance	$4,666	'	'	'
Add provision for unpaid losses and loss adjustment expenses	'	'	'	'
Prior years	192	-4	367	'
Less payment	'	'	'	'
Reinsurance recoverables, Ending Balance	23,330	4,666	'	'
Property, Liability and Casualty Insurance Product Line [Member]	'	'	'	'
Reserve Development	'	'	'	'
Beginning liabilities for unpaid losses and loss adjustment expenses, gross	21,716	21,550	21,025	'
Reinsurance recoverables, Beginning Balance	3,027	3,033	3,077	'
Beginning liabilities for unpaid losses and loss adjustment expenses, net	18,676	18,689	18,517	17,948
Add provision for unpaid losses and loss adjustment expenses	'	'	'	'
Current year	6,621	7,274	7,420	'
Prior years	192	-4	367	'
Total provision for unpaid losses and loss adjustment expenses	6,813	7,270	7,787	'
Less payment	'	'	'	'
Current year	'	2,882	3,181	'
Prior years	'	4,216	4,037	'
Total payments	6,826	7,098	7,218	'
Ending liabilities for unpaid losses and loss adjustment expenses, net	18,676	18,689	18,517	17,948
Reinsurance recoverables, Ending Balance	3,028	3,027	3,033	'
Ending liabilities for unpaid losses and loss adjustment expenses, gross	21,704	21,716	21,550	'
Reserve Development [Member]	'	'	'	'
Reserve Development	'	'	'	'
Beginning liabilities for unpaid losses and loss adjustment expenses, gross	6,547	6,547	6,388	'
Reinsurance recoverables, Beginning Balance	252	233	209	'
Beginning liabilities for unpaid losses and loss adjustment expenses, net	6,041	6,295	6,314	6,179
Add provision for unpaid losses and loss adjustment expenses	'	'	'	'
Current year	2,534	2,989	3,196	'
Prior years	-17	52	98	'
Total provision for unpaid losses and loss adjustment expenses	2,517	3,041	3,294	'
Less payment	'	'	'	'
Current year	1,207	1,460	1,524	'
Prior years	1,564	1,600	1,635	'
Total payments	2,771	3,060	3,159	'
Ending liabilities for unpaid losses and loss adjustment expenses, net	6,041	6,295	6,314	6,179
Reinsurance recoverables, Ending Balance	267	252	233	'
Ending liabilities for unpaid losses and loss adjustment expenses, gross	$6,308	$6,547	$6,547	'

Reserves_for_Future_Policy_Ben3

Reserves for Future Policy Benefits and Unpaid Losses and Loss Adjustment Expenses ((Favorable) Unfavorable Prior Accident Years) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Prior accident years reserve development	'	'	'
Prior years	$192	($4)	$367
Auto liability [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	144	-25	-97
Homeowners [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	-6	-32	-1
Professional Liability [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	-29	40	29
Package Business [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	2	-20	-76
Workers' Compensation [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	-2	78	171
Workers Compensation NY Section 25A [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	80	0	0
General liability [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	-75	-87	-40
Fidelity and Surety [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	-8	-9	-7
Commercial property [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	-7	-8	-4
Net asbestos reserves [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	130	48	294
Net environmental reserves [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	12	10	26
Uncollectible reinsurance [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	-25	0	0
Change in workers compensation discount, including accretion [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	30	52	38
Catastrophes [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	-63	-66	37
Other reserve re-estimates [Member]	'	'	'
Prior accident years reserve development	'	'	'
Prior years	$9	$15	($3)

Reserves_for_Future_Policy_Ben4

Reserves for Future Policy Benefits and Unpaid Losses and Loss Adjustment Expenses (Liability for Future Policy Benefits) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Liability for future policy benefits and unpaid losses and loss adjustment expenses	'	'
Group life term, disability and accident unpaid losses and loss adjustment expenses	$6,308	$6,547
Group life other unpaid losses and loss adjustment expenses	206	206
Individual life unpaid losses and loss adjustment expenses	167	173
Future policy benefits	12,988	12,350
Future policy benefits and unpaid losses and loss adjustment expenses	$19,669	$19,276

Reserves_for_Future_Policy_Ben5

Reserves for Future Policy Benefits and Unpaid Losses and Loss Adjustment Expenses (Details Textual) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Reserves for Future Policy Benefits and Unpaid Losses and Loss Adjustment Expenses (Textual) [Abstract]	'	'	'
Current accident year benefit from discounting property and casualty reserves	$46	$48	$58
Accretion of discounts for prior accident years	31	52	38
Annuity Obligations	$805	$834	'

Commitments_and_Contingencies_1

Commitments and Contingencies (Details) (USD $)	Dec. 31, 2013
In Millions, unless otherwise specified
Future minimum lease commitments	'
2013	$59
2014	51
2015	40
2016	31
2017	22
Thereafter	28
Total minimum lease payments [1]	231	[1]
GMWB product derivatives [Member]	'
Derivatives, Fair Value [Line Items]	'
Derivative Instrument, Collateral Payment, Preventing Termination	$44
[1]	Excludes expected future minimum sublease income of approximately $4, $3, $2, $2, $2 and $4, in 2014, 2015, 2016, 2017, 2018 and thereafter respectively.

Commitments_and_Contingencies_2

Commitments and Contingencies (Details Textual) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2019	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Guarantor Obligations [Line Items]	'	'	'	'	'	'	'	'	'
Asbestos reserves, net	$1,700,000,000	$1,800,000,000	'	'	'	'	'	'	'
Environmental reserves, net	276,000,000	297,000,000	'	'	'	'	'	'	'
Total rental expenses on operating leases	79,000,000	105,000,000	122,000,000	'	'	'	'	'	'
Sublease rental income	8,000,000	6,000,000	13,000,000	'	'	'	'	'	'
Expected future minimum sublease rental income	'	'	'	'	'	'	'	'	4,000,000
Expected future minimum sublease rental income, In year two	'	'	'	0	0	0	0	3,000,000	'
Total unfunded commitments	703,000,000	'	'	'	'	'	'	'	'
Commitments to fund limited partnership and other alternative investments	531,000,000	'	'	'	'	'	'	'	'
Commitments to fund mortgage loans	165,000,000	'	'	'	'	'	'	'	'
Minimum percentage of premiums written per year	1.00%	'	'	'	'	'	'	'	'
Maximum percentage of premiums written per year	2.00%	'	'	'	'	'	'	'	'
Liabilities for guaranty fund and other insurance-related assessments	138,000,000	160,000,000	'	'	'	'	'	'	'
Premium tax offsets	37,000,000	34,000,000	'	'	'	'	'	'	'
Expected assessment related to executive insurance plan	'	'	22,000,000	'	'	'	'	'	'
Fair value of all derivative instruments with credit-risk-related contingent features	1,200,000,000	'	'	'	'	'	'	'	'
Collateral posted by insurance operating entities	1,400,000,000	'	'	'	'	'	'	'	'
Notional Amount	159,441,000,000	169,762,000,000	'	'	'	'	'	'	'
Fair Value	-737,000,000	-279,000,000	'	'	'	'	'	'	'
GMWB product derivatives [Member]	'	'	'	'	'	'	'	'	'
Guarantor Obligations [Line Items]	'	'	'	'	'	'	'	'	'
Derivative Instrument, Collateral Payment, Preventing Termination	44,000,000	'	'	'	'	'	'	'	'
Single Notch Downgrade [Member]	'	'	'	'	'	'	'	'	'
Guarantor Obligations [Line Items]	'	'	'	'	'	'	'	'	'
Additional assets to be posted as collateral	12,000,000	'	'	'	'	'	'	'	'
Double Notch Downgrade [Member]	'	'	'	'	'	'	'	'	'
Guarantor Obligations [Line Items]	'	'	'	'	'	'	'	'	'
Additional assets to be posted as collateral	$33,000,000	'	'	'	'	'	'	'	'

Income_Taxes_Provision_Benefit

Income Taxes (Provision (Benefit)) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Income Tax Expense (Benefit)	'	'	'
Current - U.S. Federal income tax expense (benefit)	$219	$33	($543)
Current - International income tax expense (benefit)	89	6	22
Total current income tax expense (benefit)	308	39	-521
Deferred - U.S. Federal income tax expense (benefit) excluding NOL carryforward	-233	-377	921
Deferred income tax expense (benefit) - net operating loss carryforward	-86	-301	-652
Deferred - International income tax expense (benefit)	-236	158	-121
Total deferred income tax expense (benefit)	-555	-520	148
Income tax expense (benefit)	($247)	($481)	($373)

Income_Taxes_Deferred_Tax_Asse

Income Taxes (Deferred Tax Assets (Liabilities)) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Deferred Tax Assets	'	'
Tax discount on loss reserves	$632	$621
Tax basis deferred policy acquisition costs	207	481
Unearned premium reserve and other underwriting related reserves	434	414
Investment-related items	1,641	1,525
Insurance product derivatives	13	454
Employee benefits	523	599
Minimum tax credit	823	860
Net operating loss carryover	1,093	1,007
Foreign tax credit carryover	163	149
Capital loss carryover	0	5
Other	63	118
Total Deferred Tax Assets	5,592	6,233
Valuation Allowance	-4	-58
Deferred Tax Assets, Net of Valuation Allowance	5,588	6,175
Deferred Tax Liabilities	'	'
Financial statement deferred policy acquisition costs and reserves	-894	-1,694
Net unrealized gains on investments	-669	-2,396
Other depreciable & amortizable assets	-185	-143
Total Deferred Tax Liabilities	-1,748	-4,233
Net Deferred Tax Asset	$3,840	$1,942

Income_Taxes_Reconciliation_of

Income Taxes (Reconciliation of Tax Provision) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Reconciliation of the tax provision at the U.S. Federal statutory rate to the provision for income taxes	'	'	'
Tax provision (benefit) at U.S. Federal statutory rate	$22	($203)	$70
Tax-exempt interest	-138	-141	-148
Dividends received deduction	-139	-145	-206
Valuation allowance	'	0	-85
Other	10	8	-4
Provision (benefit) for income taxes	($247)	($481)	($373)

Income_Taxes_Details_Textual

Income Taxes (Details Textual) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2011	Jun. 30, 2011	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Income Tax (Textual) [Abstract]	'	'	'	'	'
Current income tax payable	'	'	'	$19	'
Income (loss) from continuing operations before income taxes, domestic	'	'	276	-1,267	344
Income (loss) from continuing operations before income taxes, foreign	'	'	-213	686	-144
Expected tax benefit attributable to net operating losses	'	'	3,123	2,946	'
Expected tax benefit attributable to net operating losses, domestic	'	'	3,123	2,725	'
Expected tax benefit attributable to net operating losses, foreign	'	'	0	221	'
Expected Tax Benefit Attributable to Net Operating Losses Domestic Near term	'	'	12	'	'
Operating loss carryforwards, expiration date near term	'	'	'2014-2020	'	'
Expected Tax Benefit Attributable to Net Operating Losses Domestic Longer term	'	'	3,111	'	'
Operating Loss Carryforward, Expiration Date long term	'	'	'2026-2032	'	'
Valuation Allowance	'	'	4	58	'
Amount of valuation allowance released	86	'	'	'	'
Percentage of valuation allowance released associated with investment realized capital losses	100.00%	'	'	'	'
Deferred tax asset (liability)	'	'	3,840	1,942	'
Gross deferred tax asset	'	'	5,592	6,233	'
Gross deferred tax liability	'	'	1,748	4,233	'
Current income tax receivable	'	'	72	'	'
Dividends received deduction settlement benefit	'	52	'	'	'
Unrecognized tax benefits	'	'	48	'	'
Interest expense	'	'	5	0	5
Interest accrued	'	'	1	1	'
Japan [Member]	'	'	'	'	'
Income Tax (Textual) [Abstract]	'	'	'	'	'
Current income tax payable	'	'	70	1	'
Deferred tax asset (liability)	'	'	-61	-376	'
Gross deferred tax asset	'	'	274	'	'
Gross deferred tax liability	'	'	650	'	'
Japan [Member] | Foreign Currency Translation Adjustments [Member]	'	'	'	'	'
Income Tax (Textual) [Abstract]	'	'	'	'	'
Gross deferred tax liability	'	'	197	'	'
Japan [Member] | Deferred Policy Acquisition Cost [Member]	'	'	'	'	'
Income Tax (Textual) [Abstract]	'	'	'	'	'
Gross deferred tax liability	'	'	$331	'	'

Debt_Debt_by_Issuance_Details

Debt (Debt by Issuance) (Details) (USD $)	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012	Jun. 30, 2012
Debt Instrument [Line Items]	'	'	'	'
Subordinated Debt	0.00%	'	'	'
Line of Credit Facility, Amount Outstanding	$238,000,000	'	$0	'
Debt Instrument, Interest Rate, Stated Percentage	'	'	5.60%	10.00%
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	'	300,000,000	0	'
Senior Notes, Current	6,306,000,000	'	7,126,000,000	'
Junior Subordinated Debentures	'	'	'	'
Junior Subordinated Debentures	2,125,000,000	'	'	'
Total Long-Term Debt	6,106,000,000	'	6,806,000,000	'
Debt, Current	6,544,000,000	'	7,126,000,000	'
Senior Note 4.625% Due 2013 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	4.63%	'	'	'
Senior Note 4.75% Due 2014 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	4.75%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	200,000,000	'	200,000,000	'
Senior Note 4.0% Due 2015 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	4.00%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	289,000,000	'	300,000,000	'
Senior Note 7.3% Due 2015 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	7.30%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	167,000,000	'	200,000,000	'
Senior Note 5.5% Due 2016 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	5.50%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	275,000,000	'	300,000,000	'
Senior Note 5.375% Due 2017 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	5.38%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	415,000,000	'	499,000,000	'
Senior Note 4.0% Due 2017 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	4.00%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	295,000,000	'	325,000,000	'
Senior Note 6.3% Due 2018 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	6.30%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	320,000,000	'	500,000,000	'
Senior Note 6.0% Due 2019 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	6.00%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	413,000,000	'	500,000,000	'
Senior Note 5.5% Due 2020 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	5.50%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	499,000,000	'	499,000,000	'
Senior Note 5.125% Due 2022 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	5.13%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	796,000,000	'	796,000,000	'
Senior Note 7.65% Due 2027 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	7.65%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	79,000,000	'	149,000,000	'
Senior Note 7.375% Due 2031 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	7.38%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	63,000,000	'	92,000,000	'
Senior Note 5.95% Due 2036 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	5.95%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	298,000,000	'	298,000,000	'
Senior Note 6.625% Due 2040 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	6.63%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	295,000,000	'	299,000,000	'
Senior Note 6.1% Due 2041 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	6.10%	'	'	'
Debt Instrument, Interest Rate, Effective Percentage	7.90%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	326,000,000	'	325,000,000	'
Senior Note 6.625% Due 2042 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	6.63%	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	178,000,000	'	424,000,000	'
Senior Note Four Point Three Percent Due in Two Thousand Fourty Two [Member]	'	'	'	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	298,000,000	'	'	'
7.875% Notes, due 2042 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	7.88%	'	7.88%	'
Junior Subordinated Debentures	'	'	'	'
Junior Subordinated Debentures	600,000,000	'	600,000,000	'
8.125% Notes, due 2068 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	8.13%	'	'	'
Junior Subordinated Debentures	'	'	'	'
Junior Subordinated Debentures	500,000,000	'	500,000,000	'
10.0% Notes, due 2068 [Member]	'	'	'	'
Debt Instrument [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	10.00%	'	'	'
4.625% Notes, due 2013 [Member]	'	'	'	'
Short-term Debt [Abstract]	'	'	'	'
Short-term debt	-200,000,000	'	-320,000,000	'
Senior Notes and Debentures	'	'	'	'
Senior Notes and Debentures	$0	'	'	'

Debt_Interest_Expense_Details

Debt (Interest Expense) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Interest Expense	'	'	'
Interest expense	$397	$457	$508

Debt_Maturities_Details

Debt (Maturities) (Details) (USD $)	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
Debt Instrument [Line Items]	'	'	'
Long-term Debt, Excluding Current Maturities	$6,106,000,000	'	$6,806,000,000
Senior Notes	'	300,000,000	0
Long-Term Debt Maturities	'	'	'
2013	200,000,000	'	'
2014	456,000,000	'	'
2015	275,000,000	'	'
2016	711,000,000	'	'
2017	320,000,000	'	'
Thereafter	4,438,000,000	'	'
Consumer Notes [Member]	'	'	'
Long-Term Debt Maturities	'	'	'
2014	14,000,000	'	'
2015	32,000,000	'	'
2016	18,000,000	'	'
2017	12,000,000	'	'
Thereafter	$8,000,000	'	'

Debt_Balances_Outstanding_Deta

Debt (Balances Outstanding) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2013	Dec. 31, 2013
In Millions, unless otherwise specified			Revolving Credit Facility [Member]	Revolving Credit Facility [Member]
			4 Year Revolving Credit Facility [Member]	5 Year Revolving Credit Facility [Member]
Short-term Debt [Line Items]	'	'	'	'
Long-term Debt, Excluding Current Maturities	$6,106	$6,806	'	'
Commercial Paper and Revolving Credit Facility	'	'	'	'
Maximum amount available under the line of credit facility	$2,000	'	'	'
Term of Credit Facility	'	'	'4 years	'5 years

Debt_Details_Textual

Debt (Details Textual)

3 Months Ended

12 Months Ended

12 Months Ended

12 Months Ended

Jun. 30, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Mar. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2013

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

Maximum [Member]

Consumer Notes [Member]

Consumer Notes [Member]

Consumer Notes [Member]

Consumer Notes [Member]

Consumer Notes [Member]

4.625% Notes, due 2013 [Member]

4.625% Notes, due 2013 [Member]

Revolving Credit Facility [Member]

Revolving Credit Facility [Member]

Senior Note Four Point Seven Five Percent Due in Two Thousand Fourteen [Member]

Senior Note Four Point Seven Five Percent Due in Two Thousand Fourteen [Member]

6.1% senior notes due 2041 [Member]

6.1% senior notes due 2041 [Member]

Senior Note 4.0% Due 2017 [Member]

Senior Note 4.0% Due 2017 [Member]

Senior Note 5.125% Due 2022 [Member]

Senior Note 5.125% Due 2022 [Member]

Senior Note 6.625% Due 2042 [Member]

Senior Note 6.625% Due 2042 [Member]

8.125% Notes, due 2068 [Member]

8.125% Notes, due 2068 [Member]

7.875% Notes, due 2042 [Member]

7.875% Notes, due 2042 [Member]

United States of America, Dollars

Japan, Yen

USD ($)

USD ($)

USD ($)

USD ($)

Maximum [Member]

Minimum [Member]

USD ($)

USD ($)

Japan [Member]

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

Japan [Member]

JPY (¥)

Debt Instrument [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Line of Credit Facility, Covenant Terms

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'190

'

Gains (Losses) on Extinguishment of Debt

$587,000,000

($213,000,000)

($910,000,000)

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest rate on notes

10.00%

'

5.60%

'

'

'

'

'

'

'

'

'

'

'

'

4.75%

'

6.10%

'

4.00%

'

5.13%

'

6.63%

'

8.13%

'

7.88%

7.88%

'

'

Effective interest rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

7.90%

'

'

'

'

'

'

'

'

'

'

'

'

'

Maximum amount permitted to be pledged for FHLBB facility

'

1,250,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Instrument, Face Amount

600,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest rate spread over three-month LIBOR on debentures

'

0.70%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Maximum amount available under the line of credit facility

'

2,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

5,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

48,000,000

'

Line of Credit Facility, Amount Outstanding

'

238,000,000

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

48,000,000

'

Line of Credit Facility, Currency

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'20

Minimum net worth required to be maintained under credit facility

'

'$14.9 billion.

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Consolidated total debt to consolidated total capitalization ratio

'

'

'

'

'

'

'

'

'

'

'

'

'

0.35

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Consolidated total debt of subsidiaries to consolidated total capitalization ratio

'

'

'

'

'

'

'

'

'

'

'

'

'

10.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest rate on fixed consumer notes, minimum

'

'

'

'

'

'

4.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest rate on fixed consumer notes, maximum

'

'

'

'

'

'

6.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Consumer price index, (basis points)

'

'

'

'

'

'

'

'

'

247

102

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest credited to consumer notes holders

'

'

'

'

'

'

6,000,000

10,000,000

15,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Aggregate redemption limit of consumer notes

'

1,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Aggregate redemption limit of consumer note (percent)

'

1.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Repayment of long-term debt

'

1,338,000,000

2,133,000,000

405,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Junior subordinate debt acquired.

'

1,750,000,000

'

'

'

500,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt to capitalization ratio

'

'

'

'

'

'

'

'

'

'

'

'

'

0.35

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Individual redemption limit of consumer notes

'

250,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Short-term debt

'

'

'

'

'

'

'

'

'

'

'

200,000,000

320,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Senior Notes

'

'

0

'

300,000,000

'

'

'

'

'

'

0

'

'

'

200,000,000

200,000,000

326,000,000

325,000,000

295,000,000

325,000,000

796,000,000

796,000,000

178,000,000

424,000,000

'

'

'

'

'

'

Proceeds from Notes Payable

'

295

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Long-term Debt, Maturities, Repayments of Principal in Year Two

'

456,000,000

'

'

'

'

14,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Long-term Debt, Maturities, Repayments of Principal in Year Three

'

275,000,000

'

'

'

'

32,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Long-term Debt, Maturities, Repayments of Principal in Year Four

'

711,000,000

'

'

'

'

18,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Long-term Debt, Maturities, Repayments of Principal in Year Five

'

320,000,000

'

'

'

'

12,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Long-term Debt, Maturities, Repayments of Principal after Year Five

'

4,438,000,000

'

'

'

'

8,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Instrument, Debt Default, Amount

'

'

25,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt Instrument, Repurchased Face Amount

'

800

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Junior Subordinated Notes

'

$2,125,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$500,000,000

$500,000,000

$600,000,000

$600,000,000

'

'

Subordinated Debt

'

0.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt_Senior_Notes_Details

Debt Senior Notes (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
Debt Disclosure [Abstract]	'	'	'
Maximum Aggregate Principal Amount of Junior Subordinated Notes	$1,750,000,000	'	'
Debt Instrument, Repurchased Face Amount	800	'	'
Extinguishment of Debt [Line Items]	'	'	'
Subordinated Borrowing Terms and Conditions	'$586,	'	'
Extinguishment of Debt, Amount	213,000,000	'	'
Junior Subordinated Notes	2,125,000,000	'	'
Subordinated Debt	0.00%	'	'
Senior Notes	'	$300,000,000	$0

Debt_Credit_Facility_Details

Debt Credit Facility (Details)	Dec. 31, 2013	Dec. 31, 2012	Jun. 30, 2012	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2013
	USD ($)			5b credit facility [Member]	20b credit facility [Member]	Revolving Credit Facility [Member]	Japan [Member]	Junior Subordinate Notes Eight Point One Two Five Note Due Two Thousand Sixty Eight [Member]
							Revolving Credit Facility [Member]
							JPY (¥)
Line of Credit Facility [Line Items]	'	'	'	'	'	'	'	'
Ratio of Debt of Subsidiaries to Net Capital	'	'	'	'	'	10.00%	'	'
Unsecured Long-term Debt, Noncurrent	$1,750,000,000	'	'	'	'	'	'	'
Line Of Credit Facility Maximum Borrowing Capacity Available Support Letters Of Credit	250	'	'	'	'	'	'	'
Line of Credit Facility, Maximum Borrowing Capacity	$2,000,000,000	'	'	'	'	'	¥ 5,000,000,000	'
Debt Instrument, Interest Rate, Stated Percentage	'	5.60%	10.00%	18.00%	20.00%	'	'	8.13%

Debt_Junior_Subordinated_Deben

Debt Junior Subordinated Debentures (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012	Jun. 30, 2012
Subordinated Borrowing [Line Items]	'	'	'	'
Debt Instrument, Repurchased Face Amount	$800	'	'	'
Debt Instrument, Face Amount	'	'	'	600,000,000
Subordinated Borrowing Terms and Conditions	'$586,	'	'	'
Debt Instrument, Debt Default, Amount	'	'	25,000,000	'
Debt Instrument, Basis Spread on Variable Rate	0.70%	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	'	'	5.60%	10.00%
Junior Subordinated Notes	2,125,000,000	'	'	'
Senior Notes	'	300,000,000	0	'
Fair Value, Estimate Not Practicable, Maturity Date [Member]	'	'	'	'
Subordinated Borrowing [Line Items]	'	'	'	'
Senior Notes	'	'	0.061	'
Junior Subordinated Notes Seven Point Eight Seven Five Percent Due Two Thousand Forty Two [Member]	'	'	'	'
Subordinated Borrowing [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	7.88%	'	7.88%	'
Junior Subordinated Notes	600,000,000	'	600,000,000	'
Junior Subordinate Notes Eight Point One Two Five Note Due Two Thousand Sixty Eight [Member]	'	'	'	'
Subordinated Borrowing [Line Items]	'	'	'	'
Debt Instrument, Interest Rate, Stated Percentage	8.13%	'	'	'
Junior Subordinated Notes	$500,000,000	'	$500,000,000	'

Debt_Extinguishment_of_Debt_De

Debt Extinguishment of Debt (Details) (USD $)	12 Months Ended
	Dec. 31, 2013
Extinguishment of Debt [Line Items]	'
Extinguishment of Debt, Amount	$213,000,000

Equity_Issuance_of_Common_Stoc

Equity (Issuance of Common Stock and Series F Preferred Stock) (Details) (USD $)	0 Months Ended			0 Months Ended
In Millions, except Share data, unless otherwise specified	Mar. 23, 2010	Dec. 31, 2013	Dec. 31, 2012	Mar. 23, 2010	Mar. 31, 2013
				Series F Preferred Stock [Member]	Series F Preferred Stock [Member]
Class of Stock [Line Items]	'	'	'	'	'
Common stock, shares issued	'	490,923,222	469,744,822	'	'
Depository shares, issued	23,000,000	'	'	'	'
Interest in mandatory convertible preferred stock series F represented by each depositary share	'1/40th	'	'	'	'
Cumulative dividend on mandatory convertible preferred stock	'	'	'	7.25%	'
Sale of depository shares price per share	$25	'	'	'	'
Net proceeds from issuance of depository shares	$556	'	'	'	'
Preferred stock, liquidation preference per share	'	$1,000	$1,000	$1,000	'
Convertible preferred stock shares, Series F, reserved for future issuance	'	'	'	'	21,200,000

Equity_Allianz_SE_Warrants_Det

Equity (Allianz SE Warrants) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Oct. 17, 2008	Mar. 30, 2012
				Investment Agreement with Allianz SE [Member]	Warrants Issued to Allianz [Member]
				Warrants for Series B and C before anti-dilution provision trigger [Member]
Class of Stock [Line Items]	'	'	'	'	'
Initial term of warrants, years	'	'	'	'7 years	'
Warrants to purchase shares	'	'	'	69,115,324	69,351,806
Exercise price of warrant	9.504	9.599	9.699	25.32	'
Exercise price of warrant	'	'	'	'	$25.23

Equity_The_Companys_Participat

Equity (The Company's Participation in the Capital Purchase Program) (Details) (USD $)	0 Months Ended	12 Months Ended				2 Months Ended	12 Months Ended
In Millions, except Share data, unless otherwise specified	Sep. 27, 2010	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2013	Feb. 25, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
					Warrant [Member]	Common Stock [Member]	Common Stock [Member]	Common Stock [Member]	Common Stock [Member]
Class of Stock [Line Items]	'	'	'	'	'	'	'	'	'
Preferred stock, liquidation preference per share	'	$1,000	$1,000	'	'	'	'	'	'
Common stock, par value	'	$0.01	$0.01	'	'	'	'	'	'
Exercise price of warrant	'	9.504	9.599	9.699	'	'	'	'	'
Class of Warrant or Right, Outstanding	'	32,400,000	52,100,000	52,100,000	'	'	'	'	'
Approximate number of warrants sold by the Treasury	52,000,000	'	'	'	'	'	'	'	'
Sale of warrants to purchase shares of common stock in Secondary public offering	$706	'	'	'	'	'	'	'	'
Dividends declared	'	$0.50	$0.40	$0.40	'	'	'	'	'
Treasury stock acquired	'	-8,000,000	'	'	'	-7,700,000	-19,235,000	-8,045,000	-3,225,000
Treasury stock acquired	'	-149	'	'	'	'	'	'	'
Payments for Repurchase of Warrants	'	$33	$300	'	'	'	'	'	'
Stock Issued During Period, Shares, Warrant Exercised	'	'	'	'	18,100,000	'	'	'	'

Equity_Stock_Repurchase_Progra

Equity (Stock Repurchase Program) (Details) (USD $)

0 Months Ended

3 Months Ended

12 Months Ended

0 Months Ended

2 Months Ended

12 Months Ended

2 Months Ended

12 Months Ended

Jun. 26, 2009

Mar. 31, 2014

Mar. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Mar. 30, 2012

Feb. 25, 2014

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Feb. 25, 2014

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Warrants Issued to Allianz [Member]

Common Stock [Member]

Common Stock [Member]

Common Stock [Member]

Common Stock [Member]

Treasury Stock [Member]

Treasury Stock [Member]

Treasury Stock [Member]

Treasury Stock [Member]

Additional Paid-in Capital [Member]

Additional Paid-in Capital [Member]

Additional Paid-in Capital [Member]

Class of Stock [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Stock Issued During Period, Shares, Warrant Exercised

'

'

'

'

'

'

'

'

13,497,000

0

0

'

'

'

'

'

'

'

Warrants, acquired

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,600,000

'

'

Payments for Repurchase of Warrants

'

'

'

$33,000,000

$300,000,000

'

'

'

'

'

'

'

'

'

'

$33,000,000

($300,000,000)

'

Authorization of stock repurchase program

'

'

'

500,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Treasury stock acquired

'

'

'

8,000,000

'

'

'

7,700,000

19,235,000

8,045,000

3,225,000

'

'

'

'

'

'

'

Common stock repurchased, value

'

'

'

149,000,000

'

'

'

'

'

'

'

262,000,000

600,000,000

149,000,000

51,000,000

'

'

'

Repurchase of warrants

'

'

'

'

'

'

300,000,000

'

'

'

'

'

'

'

'

'

'

0

Warrants to purchase shares

'

'

'

'

'

'

69,351,806

'

'

'

'

'

'

'

'

'

'

'

Exercise price of warrant

'

'

'

'

'

'

$25.23

'

'

'

'

'

'

'

'

'

'

'

Stock Repurchase Program, Authorized Amount

750,000,000

2,000,000,000

500,000,000

1,250,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Stock Repurchase Program, Remaining Authorized Repurchase Amount

'

'

'

$600,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Equity_Statutory_Net_Income_Lo

Equity (Statutory Net Income (Loss) and Statutory Surplus) (Details) (USD $)

12 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

In Millions, unless otherwise specified

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Mar. 31, 2013

Dec. 31, 2014

Dec. 31, 2013

U.S. life insurance subsidiaries, includes domestic captive insurance subsidiaries

U.S. life insurance subsidiaries, includes domestic captive insurance subsidiaries

U.S. life insurance subsidiaries, includes domestic captive insurance subsidiaries

Property and casualty insurance subsidiaries

Property and casualty insurance subsidiaries

Property and casualty insurance subsidiaries

Japan [Member]

Japan [Member]

International Life Insurance Subsidiaries [Member]

Property and Casualty Insurance Subsidiaries [Member]

Property and Casualty Insurance Subsidiaries [Member]

Property and Casualty Insurance Subsidiaries [Member]

Statutory Accounting Practices [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Amount Anticipated to be Received as Dividend Distribution from Subsidiary

$0

'

'

'

'

'

'

'

'

'

'

'

'

$800

'

Amount Received as Dividend Distribution From Subsidiary to Fund Holding Company

'

'

'

'

'

'

'

'

'

'

'

'

950

'

800

Statutory Net Income (Loss)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Statutory Net Income (Loss)

3,361

1,475

-758

2,144

592

-1,272

1,217

883

514

'

'

'

'

'

'

Statutory surplus

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Statutory Capital and surplus

$14,661

$14,055

'

$6,639

$6,410

'

$8,022

$7,645

'

$1,200

$1,100

'

'

'

'

Statutory Accounting Practices, Risk Based Capital Requirements Compliance Assertion

'All of The Hartford's operating insurance subsidiaries had RBC ratios in excess of the minimum levels required by the applicable insurance regulations.

'

'

'

'

'

'

'

'

'

'

'All of The Hartford's international insurance subsidiaries have solvency margins in excess of the minimum levels required by the applicable regulatory authorities.

'

'

'

Equity_Dividends_from_Insuranc

Equity (Dividends from Insurance Subsidiaries) (Details) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2013	Dec. 31, 2014	Dec. 31, 2013
Class of Stock [Line Items]	'	'	'
Amount anticipated to be received as dividend distribution from subsidiary	'	'	$0
Amount received as dividend distribution from subsidiary	'	'	0
Restricted net assets	'	'	20,000,000,000
Property and Casualty Insurance Subsidiaries [Member]	'	'	'
Class of Stock [Line Items]	'	'	'
Amount anticipated to be received as dividend distribution from subsidiary	'	800,000,000	'
Dividend relating to funding interest payments on intercompany note	'	'	150,000,000
Dividends to fund holding company obligations	950,000,000	'	800,000,000
U S Life Insurance Subsidiaries Includes Domestic Captive Insurance Subsidiaries [Member]	'	'	'
Class of Stock [Line Items]	'	'	'
Amount Anticipated to be Received as Extraordinary Dividend Distribution from Subsidiary	'	'	1,200,000,000
Property and Casualty Insurance Subsidiaries [Member]	'	'	'
Class of Stock [Line Items]	'	'	'
Amount available for dividend distribution without prior approval from regulatory agency	'	'	1,500,000,000
U S Life Insurance Subsidiaries Includes Domestic Captive Insurance Subsidiaries [Member]	'	'	'
Class of Stock [Line Items]	'	'	'
Amount available for dividend distribution without prior approval from regulatory agency	'	'	$560,000,000

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Loss), Net of Tax (Details) (USD $)	3 Months Ended			12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2013		Dec. 31, 2012	Dec. 31, 2011
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'		'	'
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax	'	'	'	($11,000,000)		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Balance at the beginning of period, Accumulated Other Comprehensive Income (Loss)	'	'	'	2,843,000,000		1,251,000,000	-990,000,000
Balance at the beginning of period, Net gain (loss) on cash-flow hedging instruments	'	'	'	428,000,000		516,000,000	'
Balance at the beginning of period, Foreign currency translation adjustments	'	'	'	406,000,000		574,000,000	467,000,000
Balance at the beginning of period, Pension and other postretirement plan adjustment	'	'	'	-1,362,000,000		'	-1,251,000,000
Change in net unrealized gain/loss on securities	'	'	'	'		'	2,067,000,000	[1],[2]
Change in OTTI losses recognized in other comprehensive income	'	'	'	35,000,000	[1]	52,000,000	9,000,000
Change in net loss on cash-flow hedging instruments	'	'	'	-320,000,000		-88,000,000	131,000,000
Balance at the end of period, Accumulated Other Comprehensive Income (Loss)	-79,000,000	2,843,000,000	1,251,000,000	-79,000,000		2,843,000,000	1,251,000,000
Balance at the end of period, Net gain (loss) on cash-flow hedging instruments	'	428,000,000	516,000,000	'		428,000,000	516,000,000
Balance at the end of period, Foreign currency translation adjustments	91,000,000	406,000,000	574,000,000	91,000,000		406,000,000	574,000,000
Balance at the end of period, Pension and other postretirement plan adjustment	-1,253,000,000	-1,362,000,000	'	-1,253,000,000		-1,362,000,000	'
Net realized capital gains (losses), excluding net OTTI losses recognized in earnings	'	'	'	-995,000,000		-395,000,000	-52,000,000
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	'	1,647,000,000	'	-1,823,000,000		'	2,342,000,000
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	'	55,000,000	101,000,000	1,099,000,000		'	'
Income tax expense (benefit)	'	'	'	-247,000,000		-481,000,000	-373,000,000
Net income (loss)	314,000,000	-46,000,000	'	176,000,000		-38,000,000	712,000,000
Comprehensive Income (Loss), Net of Tax, Attributable to Parent	'	'	'	-2,746,000,000		1,554,000,000	2,953,000,000
Accumulated Net Unrealized Investment Gain (Loss) [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Total other comprehensive income	'	'	'	-2,431,000,000		1,907,000,000	2,067,000,000
Balance at the beginning of period, Accumulated Other Comprehensive Income (Loss)	'	'	'	3,418,000,000		1,511,000,000	-556,000,000
Balance at the end of period, Accumulated Other Comprehensive Income (Loss)	987,000,000	3,418,000,000	1,511,000,000	987,000,000		3,418,000,000	1,511,000,000
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	'	'	'	-1,416,000,000		1,928,000,000	'
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	'	'	84,000,000	1,015,000,000		21,000,000	-2,151,000,000
Accumulated Other-than-Temporary Impairment [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Total other comprehensive income	'	'	'	35,000,000		52,000,000	9,000,000
Balance at the beginning of period, Accumulated Other Comprehensive Income (Loss)	'	'	'	-47,000,000		-99,000,000	-108,000,000
Balance at the end of period, Accumulated Other Comprehensive Income (Loss)	-12,000,000	-47,000,000	-99,000,000	-12,000,000		-47,000,000	-99,000,000
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	'	'	'	51,000,000		149,000,000	37,000,000
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	'	'	28,000,000	16,000,000		97,000,000	'
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Total other comprehensive income	'	'	'	-320,000,000		-88,000,000	131,000,000
Balance at the beginning of period, Accumulated Other Comprehensive Income (Loss)	'	'	'	428,000,000		516,000,000	385,000,000
Balance at the end of period, Accumulated Other Comprehensive Income (Loss)	108,000,000	428,000,000	516,000,000	108,000,000		428,000,000	516,000,000
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	'	'	'	-195,000,000		58,000,000	217,000,000
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	'	'	86,000,000	125,000,000		146,000,000	'
Accumulated Translation Adjustment [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Total other comprehensive income	'	'	'	-315,000,000		-168,000,000	107,000,000
Balance at the beginning of period, Accumulated Other Comprehensive Income (Loss)	'	'	'	406,000,000		574,000,000	'
Balance at the end of period, Accumulated Other Comprehensive Income (Loss)	'	406,000,000	574,000,000	'		406,000,000	574,000,000
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	'	'	'	-337,000,000		-168,000,000	107,000,000
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	'	0	0	-22,000,000		0	'
Accumulated Other Comprehensive Income (Loss) [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Total other comprehensive income	'	'	'	-2,922,000,000		1,592,000,000	2,241,000,000
Accumulated Defined Benefit Plans Adjustment [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Total other comprehensive income	'	'	'	109,000,000		-111,000,000	-73,000,000
Balance at the beginning of period, Accumulated Other Comprehensive Income (Loss)	'	'	'	-1,362,000,000		-1,251,000,000	-1,178,000,000
Balance at the end of period, Accumulated Other Comprehensive Income (Loss)	'	-1,362,000,000	-1,251,000,000	'		-1,362,000,000	-1,251,000,000
Other Comprehensive Income (Loss), before Reclassifications, Net of Tax	'	'	'	74,000,000		-320,000,000	-170,000,000
Reclassification from Accumulated Other Comprehensive Income, Current Period, Net of Tax	'	'	-97,000,000	-35,000,000		-209,000,000	'
Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Net income (loss)	1,099,000,000	55,000,000	101,000,000	'		'	'
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Unrealized Investment Gain (Loss) [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Net realized capital gains (losses), excluding net OTTI losses recognized in earnings	1,562,000,000	32,000,000	129,000,000	'		'	'
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	1,562,000,000	32,000,000	129,000,000	'		'	'
Income tax expense (benefit)	547,000,000	11,000,000	45,000,000	'		'	'
Net income (loss)	1,015,000,000	21,000,000	84,000,000	'		'	'
Other Comprehensive Income (Loss), Foreign Currency Transaction and Translation Adjustment, before Tax	'	0	0	-34,000,000		'	'
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Other-than-Temporary Impairment [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Net realized capital gains (losses), excluding net OTTI losses recognized in earnings	25,000,000	'	43,000,000	'		149,000,000	'
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	25,000,000	'	43,000,000	'		149,000,000	'
Income tax expense (benefit)	9,000,000	'	15,000,000	'		52,000,000	'
Net income (loss)	16,000,000	'	28,000,000	'		97,000,000	'
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Income tax expense (benefit)	67,000,000	78,000,000	46,000,000	'		'	'
Net income (loss)	125,000,000	146,000,000	86,000,000	'		'	'
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Translation Adjustment [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	'	0	0	-34,000,000		'	'
Income tax expense (benefit)	'	0	0	-12,000,000		'	'
Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Defined Benefit Plans Adjustment [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Income (Loss) from Continuing Operations before Income Taxes, Extraordinary Items, Noncontrolling Interest	-54,000,000	-322,000,000	-149,000,000	'		'	'
Income tax expense (benefit)	-19,000,000	-113,000,000	-52,000,000	'		'	'
Net income (loss)	-35,000,000	-209,000,000	-97,000,000	'		'	'
Cash flow hedges [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	'	'	'	192,000,000		224,000,000	132,000,000
Interest Rate Swap [Member] | Cash flow hedges [Member] | Net Realized Capital Gain Loss [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	'	'	'	91,000,000		90,000,000	9,000,000
Interest Rate Swap [Member] | Cash flow hedges [Member] | Interest Income [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	'	'	'	97,000,000		140,000,000	126,000,000
Currency Swap [Member] | Cash flow hedges [Member] | Net Realized Capital Gain Loss [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	'	'	'	4,000,000		-6,000,000	-3,000,000
Pension Plan, Defined Benefit [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Defined Benefit Plans Adjustment [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Other Cost and Expense, Operating	-61,000,000	-232,000,000	-159,000,000	'		'	'
Other Postretirement Benefit Plan, Defined Benefit [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member] | Accumulated Defined Benefit Plans Adjustment [Member]	'	'	'	'		'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'	'	'	'		'	'
Other Cost and Expense, Operating	$7,000,000	($90,000,000)	$10,000,000	'		'	'
[1]	The DecemberB 31, 2013 amount includes $1.5 billion of net unrealized gains on securities relating to the sales of the Retirement Plans and Individual Life businesses.
[2]	[2]The DecemberB 31, 2013 amount includes $71 of net gains on cash flow hedging instruments relating to the sales of the Retirement Plans and Individual Life businesses.

Employee_Benefit_Plans_Benefit

Employee Benefit Plans (Benefit Obligations) (Details)	Dec. 31, 2013	Dec. 31, 2012
Pension Benefits [Member]	'	'
Weighted Average Assumptions Used in Calculating Net Periodic Benefit Cost Other Postretirement Pension Plans	'	'
Discount rate	4.75%	4.00%
Rate of increase in compensation levels	0.00%	3.75%
Other Postretirement Benefits [Member]	'	'
Weighted Average Assumptions Used in Calculating Net Periodic Benefit Cost Other Postretirement Pension Plans	'	'
Discount rate	4.25%	3.50%

Employee_Benefit_Plans_Net_Per

Employee Benefit Plans (Net Periodic Benefit Cost) (Details)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Pension Benefits [Member]	'	'	'
Weighted average assumptions used in calculating the net periodic benefit cost for the company's other post retirement plans	'	'	'
Discount rate	4.00%	4.50%	5.50%
Expected long-term rate of return on plan assets	7.10%	7.30%	7.30%
Rate of increase in compensation levels	3.75%	3.75%	4.00%
Other Postretirement Benefits [Member]	'	'	'
Weighted average assumptions used in calculating the net periodic benefit cost for the company's other post retirement plans	'	'	'
Discount rate	3.50%	4.00%	5.25%
Expected long-term rate of return on plan assets	7.10%	7.30%	7.30%

Employee_Benefit_Plans_Health_

Employee Benefit Plans (Health Care Cost Trend) (Details)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2010
Defined Benefit Plan, Assumed Health Care Cost Trend Rates [Abstract]	'	'	'
Pre-65 health care cost trend rate	8.05%	8.45%	8.95%
Post-65 health care cost trend rate	5.70%	6.15%	7.75%
Rate to which the cost trend rate is assumed to decline (the ultimate trend rate)	5.00%	4.75%	5.00%
Year that the rate reaches the ultimate trend rate	'2021	'2020	'2019

Employee_Benefit_Plans_Changes

Employee Benefit Plans (Changes in Benefit Obligation) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Pension Benefits [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Recognized Net Gain (Loss) Due to Settlements	'	($1)	$0
Component of periodic benefit cost	'	'	'
Benefit obligation b beginning of year	6,080	'	5,465
Service cost (excluding expenses)	1	92	102
Interest cost	238	250	259
Plan participantsb contributions	0	0	'
Actuarial loss (gain)	14	28	'
Settlements	0	-3	'
Curtailment gain due to plan freeze	'	-42	'
Change in assumptions	-508	545	'
Benefits paid	-308	-256	'
Retiree drug subsidy	0	0	'
Foreign exchange adjustment	-1	1	'
Benefit obligation b end of year	5,516	6,080	'
Other Postretirement Benefits [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Recognized Net Gain (Loss) Due to Settlements	0	0	0
Component of periodic benefit cost	'	'	'
Benefit obligation b beginning of year	313	'	424
Service cost (excluding expenses)	0	2	5
Interest cost	11	14	20
Plan participantsb contributions	24	20	'
Actuarial loss (gain)	39	1	'
Settlements	0	0	'
Curtailment gain due to plan freeze	0	116	'
Change in assumptions	-19	19	'
Benefits paid	-58	-54	'
Retiree drug subsidy	2	3	'
Foreign exchange adjustment	0	0	'
Benefit obligation b end of year	$312	$313	'

Employee_Benefit_Plans_Change_

Employee Benefit Plans (Change in Plan Assets) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2010
Fair values of the company's pension plan assets	'	'	'
Employer contributions	$100	'	'
Pension Benefits [Member]	'	'	'
Fair values of the company's pension plan assets	'	'	'
Fair value of plan assets - beginning of year	4,850	'	4,513
Actual return on plan assets	-27	381	'
Employer contributions	101	201	'
Benefits paid	-278	-230	'
Expenses paid	-15	-13	'
Settlements	0	-3	'
Foreign exchange adjustment	-1	1	'
Fair value of plan assets - end of year	4,630	4,850	4,513
Funded status b end of year	-886	-1,230	'
Other Postretirement Benefits [Member]	'	'	'
Fair values of the company's pension plan assets	'	'	'
Fair value of plan assets - beginning of year	220	'	203
Actual return on plan assets	13	17	'
Employer contributions	0	0	'
Benefits paid	-20	0	'
Expenses paid	0	0	'
Settlements	0	0	'
Foreign exchange adjustment	0	0	'
Fair value of plan assets - end of year	213	220	203
Funded status b end of year	($99)	($93)	'

Employee_Benefit_Plans_Accumul

Employee Benefit Plans (Accumulated Benefit Obligation) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Defined benefit pension plans with an accumulated benefit obligation in excess of plan assets	'	'
Projected benefit obligation	$5,516	$6,080
Accumulated benefit obligation	5,515	6,079
Fair value of plan assets	$4,630	$4,850

Employee_Benefit_Plans_Balance

Employee Benefit Plans (Balance Sheet Recognition) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Pension Benefits [Member]	'	'
Other Assets	'	'
Noncurrent assets	$0	$0
Other Liabilities	'	'
Noncurrent liabilities	886	1,230
Total	886	1,230
Other Postretirement Benefits [Member]	'	'
Other Assets	'	'
Noncurrent assets	0	0
Other Liabilities	'	'
Current liabilities	99	93
Total	$99	$93

Employee_Benefit_Plans_Compone

Employee Benefit Plans (Components of Net Periodic Benefit Cost) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Pension Benefits [Member]	'	'	'
Component of periodic benefit cost	'	'	'
Service cost	$1	$92	$102
Interest cost	238	250	259
Expected return on plan assets	-315	-312	-298
Amortization of prior service credit	0	-9	-9
Amortization of actuarial loss	59	231	159
Settlements	'	1	0
Curtailment gain due to plan freeze	0	-11	0
Net periodic benefit cost	-17	242	213
Other Postretirement Benefits [Member]	'	'	'
Component of periodic benefit cost	'	'	'
Service cost	0	2	5
Interest cost	11	14	20
Expected return on plan assets	-14	-14	-14
Amortization of prior service credit	-7	-4	-1
Amortization of actuarial loss	2	1	0
Settlements	0	0	0
Curtailment gain due to plan freeze	0	-1	0
Net periodic benefit cost	($8)	($2)	$10

Employee_Benefit_Plans_Net_Per1

Employee Benefit Plans (Net Periodic Benefit Cost in Other Comprehensive Income (Loss)) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Pension Benefits [Member]	'	'
Amounts recognized in other comprehensive income (loss)	'	'
Amortization of actuarial loss	($59)	($231)
Settlement loss	'	-1
Amortization of prior service credit	0	21
Net loss arising during the year	-137	477
Total	-196	266
Other Postretirement Benefits [Member]	'	'
Amounts recognized in other comprehensive income (loss)	'	'
Amortization of actuarial loss	-2	-1
Settlement loss	0	0
Amortization of prior service credit	7	-111
Net loss arising during the year	21	18
Total	$26	($94)

Employee_Benefit_Plans_Accumul1

Employee Benefit Plans (Accumulated Other Comprehensive Income (Loss)) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Pension Benefits [Member]	'	'
Amounts in accumulated other comprehensive income (loss) on a before tax basis that have not yet been recognized as components of net periodic benefit cost consist of	'	'
Net loss	$1,979	$2,175
Prior service credit	0	0
Total	1,979	2,175
Other Postretirement Benefits [Member]	'	'
Amounts in accumulated other comprehensive income (loss) on a before tax basis that have not yet been recognized as components of net periodic benefit cost consist of	'	'
Net loss	77	58
Prior service credit	-103	-110
Total	($26)	($52)

Employee_Benefit_Plans_Target_

Employee Benefit Plans (Target Allocation) (Details)	12 Months Ended
	Dec. 31, 2013
Equity Securities [Member] | Pension Benefits [Member]	'
Target allocation by asset category	'
Equity securities, Minimum	10.00%
Equity securities, Maximum	25.00%
Equity Securities [Member] | Other Postretirement Benefits [Member]	'
Target allocation by asset category	'
Equity securities, Minimum	15.00%
Equity securities, Maximum	35.00%
Fixed Income Funds [Member] | Pension Benefits [Member]	'
Target allocation by asset category	'
Equity securities, Minimum	50.00%
Equity securities, Maximum	70.00%
Fixed Income Funds [Member] | Other Postretirement Benefits [Member]	'
Target allocation by asset category	'
Equity securities, Minimum	65.00%
Equity securities, Maximum	85.00%
Alternative Assets [Member] | Pension Benefits [Member]	'
Target allocation by asset category	'
Equity securities, Minimum	10.00%
Equity securities, Maximum	25.00%
Alternative Assets [Member] | Other Postretirement Benefits [Member]	'
Target allocation by asset category	'
Equity securities, Minimum	0.00%
Equity securities, Maximum	0.00%

Employee_Benefit_Plans_Weighte

Employee Benefit Plans (Weighted Average Asset Allocation) (Details)	Dec. 31, 2013	Dec. 31, 2012
Pension Benefits [Member]	'	'
Weighted average asset allocation	'	'
Equity securities	23.00%	20.00%
Fixed income securities	57.00%	60.00%
Alternative assets	20.00%	20.00%
Total	100.00%	100.00%
Other Postretirement Benefits [Member]	'	'
Weighted average asset allocation	'	'
Equity securities	31.00%	23.00%
Fixed income securities	68.00%	77.00%
Alternative assets	1.00%	0.00%
Total	100.00%	100.00%

Employee_Benefit_Plans_Fair_Va

Employee Benefit Plans (Fair Value Pension Plan Assets) (Details) (Pension Benefits [Member], USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	$4,642	[1]	($4,917)	[2]
Short-term Investments [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-377		-516
Corporate [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-902		-911
RMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-158		-328
U.S. Treasuries [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-933		-1,015
Foreign government/government agencies [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-46		-54
CMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-197		-166
Other fixed income [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-95	[3]	-86	[4]
Large cap domestic [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-514		-591
Mid cap domestic [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-50		-51
Small cap domestic [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-50		-44
International [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-460		-258
Equity Securities [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		-1
Hedge Funds [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	860		-896
Fair Value, Inputs, Level 1 [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	582	[1]	-390	[2]
Fair Value, Inputs, Level 1 [Member] | Short-term Investments [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-13		-2
Fair Value, Inputs, Level 1 [Member] | Corporate [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Fair Value, Inputs, Level 1 [Member] | RMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Fair Value, Inputs, Level 1 [Member] | U.S. Treasuries [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-10		-35
Fair Value, Inputs, Level 1 [Member] | Foreign government/government agencies [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Fair Value, Inputs, Level 1 [Member] | CMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Fair Value, Inputs, Level 1 [Member] | Other fixed income [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0	[3]	0	[4]
Fair Value, Inputs, Level 1 [Member] | Large cap domestic [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Fair Value, Inputs, Level 1 [Member] | Mid cap domestic [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-50		-51
Fair Value, Inputs, Level 1 [Member] | Small cap domestic [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-50		-44
Fair Value, Inputs, Level 1 [Member] | International [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-459		-258
Fair Value, Inputs, Level 1 [Member] | Equity Securities [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Fair Value, Inputs, Level 1 [Member] | Hedge Funds [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Level 2 [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	3,669	[1]	-4,247	[2]
Level 2 [Member] | Short-term Investments [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-364		-514
Level 2 [Member] | Corporate [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-890		-908
Level 2 [Member] | RMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-156		-325
Level 2 [Member] | U.S. Treasuries [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-922		-980
Level 2 [Member] | Foreign government/government agencies [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-42		-52
Level 2 [Member] | CMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-196		-166
Level 2 [Member] | Other fixed income [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-85	[3]	-77	[4]
Level 2 [Member] | Large cap domestic [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-514		-591
Level 2 [Member] | Mid cap domestic [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Level 2 [Member] | Small cap domestic [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Level 2 [Member] | International [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-1		0
Level 2 [Member] | Equity Securities [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		-1
Level 2 [Member] | Hedge Funds [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	499		-633
Level 3 [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	391	[1]	-280	[2]
Level 3 [Member] | Short-term Investments [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Level 3 [Member] | Corporate [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-12		-3
Level 3 [Member] | RMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-2		-3
Level 3 [Member] | U.S. Treasuries [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-1		0
Level 3 [Member] | Foreign government/government agencies [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-4		-2
Level 3 [Member] | CMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-1		0
Level 3 [Member] | Other fixed income [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	-10	[3]	-9	[4]
Level 3 [Member] | Large cap domestic [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Level 3 [Member] | Mid cap domestic [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Level 3 [Member] | Small cap domestic [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Level 3 [Member] | International [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Level 3 [Member] | Equity Securities [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	0		0
Level 3 [Member] | Hedge Funds [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total pension plan assets at fair value	$361		($263)
[1]	Excludes approximately $34 of investment payables net of investment receivables that are not carried at fair value. Also excludes approximately $22 of interest receivable carried at fair value.
[2]	Excludes approximately $76 of investment payables net of investment receivables that are not carried at fair value. Also excludes approximately $9 of interest receivable carried at fair value.
[3]	Includes ABS, municipal bonds, and foreign bonds.
[4]	Includes ABS and municipal bonds.

Employee_Benefit_Plans_Fair_Va1

Employee Benefit Plans (Fair Value Observable and Unobservable Inputs) (Details) (Level 3 [Member], USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2010
Fair values of the company's other postretirement plan assets	'	'	'
Fair value of plan assets - beginning of year	$280	'	$780
Realized gains/(losses), net	-6	16	'
Changes in unrealized gains/(losses), net	1	0	'
Purchase	224	296	'
Sales	-86	-136	'
Transfers into Level 3	37	3	'
Transfers out of Level 3	-59	-679	'
Fair value of plan assets - end of year	391	280	780
Corporate [Member]	'	'	'
Fair values of the company's other postretirement plan assets	'	'	'
Fair value of plan assets - beginning of year	3	'	3
Realized gains/(losses), net	0	0	'
Changes in unrealized gains/(losses), net	0	1	'
Purchase	12	1	'
Sales	-3	-2	'
Transfers into Level 3	0	0	'
Transfers out of Level 3	0	0	'
Fair value of plan assets - end of year	12	3	3
RMBS [Member]	'	'	'
Fair values of the company's other postretirement plan assets	'	'	'
Fair value of plan assets - beginning of year	3	'	11
Realized gains/(losses), net	0	-1	'
Changes in unrealized gains/(losses), net	'	1	'
Purchase	'	17	'
Sales	-1	-25	'
Fair value of plan assets - end of year	2	3	11
Foreign government/government agencies [Member]	'	'	'
Fair values of the company's other postretirement plan assets	'	'	'
Fair value of plan assets - beginning of year	2	'	3
Realized gains/(losses), net	0	0	'
Purchase	2	1	'
Sales	'	-2	'
Transfers out of Level 3	0	0	'
Fair value of plan assets - end of year	4	2	3
Other fixed income [Member]	'	'	'
Fair values of the company's other postretirement plan assets	'	'	'
Fair value of plan assets - beginning of year	9	'	4
Realized gains/(losses), net	0	0	'
Changes in unrealized gains/(losses), net	-1	0	'
Purchase	10	10	'
Sales	-3	-1	'
Transfers into Level 3	1	3	'
Transfers out of Level 3	-4	-7	'
Fair value of plan assets - end of year	12	9	4
Hedge Funds [Member]	'	'	'
Fair values of the company's other postretirement plan assets	'	'	'
Fair value of plan assets - beginning of year	263	'	759
Realized gains/(losses), net	-6	17	'
Changes in unrealized gains/(losses), net	2	-2	'
Purchase	200	267	'
Sales	-79	-106	'
Transfers into Level 3	36	'	'
Transfers out of Level 3	-55	-672	'
Fair value of plan assets - end of year	$361	$263	$759

Employee_Benefit_Plans_Other_P

Employee Benefit Plans (Other Postretirement Plan Assets by Asset Category) (Details) (Other Postretirement Benefits [Member], USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	$217	[1]	$229	[2]
Short-term Investments [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	10		14
Corporate [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	55		65
RMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	19		46
U.S. Treasuries [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	38		24
Foreign Government [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	1		1
CMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	24		24
Other fixed income [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	4		5
Large cap [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	66		50
Fair Value, Inputs, Level 1 [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'	[1]	'	[2]
Fair Value, Inputs, Level 1 [Member] | Short-term Investments [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Fair Value, Inputs, Level 1 [Member] | Corporate [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Fair Value, Inputs, Level 1 [Member] | RMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Fair Value, Inputs, Level 1 [Member] | U.S. Treasuries [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Fair Value, Inputs, Level 1 [Member] | Foreign Government [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Fair Value, Inputs, Level 1 [Member] | CMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Fair Value, Inputs, Level 1 [Member] | Other fixed income [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Fair Value, Inputs, Level 1 [Member] | Large cap [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Fair Value, Inputs, Level 2 [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	217	[1]	229	[2]
Fair Value, Inputs, Level 2 [Member] | Short-term Investments [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	10		14
Fair Value, Inputs, Level 2 [Member] | Corporate [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	55		65
Fair Value, Inputs, Level 2 [Member] | RMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	19		46
Fair Value, Inputs, Level 2 [Member] | U.S. Treasuries [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	38		24
Fair Value, Inputs, Level 2 [Member] | Foreign Government [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	1		1
Fair Value, Inputs, Level 2 [Member] | CMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	24		24
Fair Value, Inputs, Level 2 [Member] | Other fixed income [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	4		5
Fair Value, Inputs, Level 2 [Member] | Large cap [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	66		50
Level 3 [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'	[1]	'	[2]
Level 3 [Member] | Short-term Investments [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Level 3 [Member] | Corporate [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Level 3 [Member] | RMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Level 3 [Member] | U.S. Treasuries [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Level 3 [Member] | Foreign Government [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Level 3 [Member] | CMBS [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Level 3 [Member] | Other fixed income [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
Level 3 [Member] | Large cap [Member]	'		'
Fair values of the company's pension plan assets	'		'
Total other postretirement plan assets at fair value	'		'
[1]	Excludes approximately $5 of investment payables net of investment receivables that are not carried at fair value and approximately $1 of interest receivable carried at fair value.
[2]	Excludes approximately $10 of investment payables net of investment receivables that are not carried at fair value and approximately $1 of interest receivable carried at fair value.

Employee_Benefit_Plans_Cash_Fl

Employee Benefit Plans (Cash Flows) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Defined Benefit Plan Disclosure [Line Items]	'	'
Employer contributions	$100	'
Pension Benefits [Member]	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'
Employer contributions	101	201
Pension Benefits [Member] | U.S. [Member]	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'
Employer contributions	101	201
Other Postretirement Benefits [Member]	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'
Employer contributions	0	0
Other Postretirement Benefits [Member] | U.S. [Member]	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'
Employer contributions	$0	$0

Employee_Benefit_Plans_Benefit1

Employee Benefit Plans (Benefit Payments) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Defined Benefit Plan Disclosure [Line Items]	'	'
Defined Contribution Plan Non Elective Contribution Percent	2.00%	'
Contribution Percentage of Base Salary Related to Earning of employees Below Limit	'	1.50%
Contribution Percentage of Base Salary Related to Earning of Employees Above Limit	'	0.50%
Pension Benefits [Member]	'	'
Benefits expected to be paid	'	'
2013	324	'
2014	310	'
2015	317	'
2016	324	'
2017	331	'
2018-2022	1,740	'
Total	3,346	'
Other Postretirement Benefits [Member]	'	'
Benefits expected to be paid	'	'
2013	43	'
2014	40	'
2015	37	'
2016	34	'
2017	32	'
2018-2022	121	'
Total	307	'

Employee_Benefit_Plans_Medicar

Employee Benefit Plans (Medicare Part D Subsidy) (Details) (USD $)	Dec. 31, 2013
In Millions, unless otherwise specified
Disclosure of Expected Gross Prescription Drug Subsidy Receipts [Abstract]	'
2013	$3
2014	3
2015	4
2016	4
2017	4
2018-2022	22
Total	$40

Employee_Benefit_Plans_Details

Employee Benefit Plans (Details Textual) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Pension plans and postretirement health care and life insurance benefit plans (Textual) [Abstract]	'	'	'
Accumulated benefit obligation for all defined benefit pension plans	$5,515,000,000	$6,079,000,000	'
Employee benefit plans (Additional Textual) [Abstract]	'	'	'
Minimum maturity of bonds in benefits obligation	'0 years	'	'
Maximum maturity of bonds in benefits obligation	'30 years	'	'
Assets held in rabbi trusts and designated for non qualified pension plans.	123,000,000	116,000,000	'
Fair value of pension plan assets under rabbi trust	4,753,000,000	4,966,000,000	'
Funded status of pension benefits including fair value of pension plan assets under rabbi trust	-763,000,000	-1,114,000,000	'
Contributions by company to its pension plans	100,000,000	'	'
Contributions matched to base salary of employee by Company	6.00%	3.00%	'
Earning of employees below and above limit	1,000,000	110,000	'
Contribution percentage of base salary related to earning of employees below limit	'	1.50%	'
Contribution percentage of base salary related to earning of employees above limit	'	0.50%	'
Cost to company related to Investment and Saving Plan	123,000,000	58,000,000	59,000,000
Contributions Increase, percent	2.00%	'	'
Pension Benefits [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Recognized Net Gain (Loss) Due to Settlements	'	-1,000,000	0
Pension plans and postretirement health care and life insurance benefit plans (Textual) [Abstract]	'	'	'
Discount rate, net periodic benefit cost	4.00%	4.50%	5.50%
Discount rate, benefit obligation	4.75%	4.00%	'
Accumulated benefit obligation for all defined benefit pension plans	5,515,000,000	6,079,000,000	'
Net loss that will be amortized from accumulated other comprehensive income (loss)	44,000,000	'	'
Investment payables net of investment receivables	34,000,000	76,000,000	'
Interest receivables	22,000,000	9,000,000	'
Employee benefit plans (Additional Textual) [Abstract]	'	'	'
Defined benefit plan assumptions used calculating net periodic benefit cost expected long term return on asset	7.10%	7.30%	7.30%
Settlement expenses to recognize actuarial loss	0	3,000,000	'
Contributions by company to its pension plans	101,000,000	201,000,000	'
Pension Benefits [Member] | U.S. [Member]	'	'	'
Employee benefit plans (Additional Textual) [Abstract]	'	'	'
Contributions by company to its pension plans	101,000,000	201,000,000	'
Other Postretirement Benefits [Member]	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'
Defined Benefit Plan, Recognized Net Gain (Loss) Due to Settlements	0	0	0
Pension plans and postretirement health care and life insurance benefit plans (Textual) [Abstract]	'	'	'
Discount rate, net periodic benefit cost	3.50%	4.00%	5.25%
Discount rate, benefit obligation	4.25%	3.50%	'
Net loss that will be amortized from accumulated other comprehensive income (loss)	-7,000,000	'	'
Investment payables net of investment receivables	5,000,000	10,000,000	'
Interest receivables	1,000,000	1,000,000	'
Employee benefit plans (Additional Textual) [Abstract]	'	'	'
Defined benefit plan assumptions used calculating net periodic benefit cost expected long term return on asset	7.10%	7.30%	7.30%
Settlement expenses to recognize actuarial loss	0	0	'
Contributions by company to its pension plans	0	0	'
Other Postretirement Benefits [Member] | U.S. [Member]	'	'	'
Employee benefit plans (Additional Textual) [Abstract]	'	'	'
Contributions by company to its pension plans	$0	$0	'
Alternative Assets [Member]	'	'	'
Employee benefit plans (Additional Textual) [Abstract]	'	'	'
Anticipated portion of fixed income securities in investment mix	20.00%	'	'
Fixed Income Funds [Member]	'	'	'
Employee benefit plans (Additional Textual) [Abstract]	'	'	'
Anticipated portion of fixed income securities in investment mix	60.00%	'	'
Equity Securities [Member]	'	'	'
Employee benefit plans (Additional Textual) [Abstract]	'	'	'
Anticipated portion of fixed income securities in investment mix	20.00%	'	'
Scernario, Forecast 2013 [Member] | Pension Benefits [Member]	'	'	'
Employee benefit plans (Additional Textual) [Abstract]	'	'	'
Defined benefit plan assumptions used calculating net periodic benefit cost expected long term return on asset	7.10%	'	'

Stock_Compensation_Plans_Stock

Stock Compensation Plans (Stock Compensation Plans) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, except Share data in Thousands, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Share-based Compensation Arrangement by Share-based Payment Award, Options, Vested and Expected to Vest, Outstanding, Number	4,389	4,389	'	'
Stock based Compensation Plans	'	'	'	'
Stock-based compensation plans expense	'	$69	$95	$53
Income tax benefit	'	-24	-33	-19
Total stock-based compensation plans expense, after-tax	'	45	62	34
Stock Compensation Plans (Textual) [Abstract]	'	'	'	'
Total compensation cost related to non-vested awards not yet recognized	105	105	'	'
Weighted average period of compensation cost recognized (in years)	'2 years 85 days	'	'	'
Share-based Compensation Arrangement by Share-based Payment Award, Options, Vested and Expected to Vest, Outstanding, Weighted Average Exercise Price	$36.78	$36.78	'	'
Share-based Compensation Arrangement by Share-based Payment Award, Options, Vested and Expected to Vest, Outstanding, Weighted Average Remaining Contractual Term	'	'6 years 2 months 12 days	'	'
Share-based Compensation Arrangement by Share-based Payment Award, Options, Vested and Expected to Vest, Exercisable, Aggregate Intrinsic Value	$0	$0	'	'

Stock_Compensation_Plans_Risk_

Stock Compensation Plans (Risk Free Rate) (Details) (Employee Stock Option [Member])	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012
Employee Stock Option [Member]	'	'
The risk-free rate for periods within the contractual life of the option	'	'
Expected dividend yield	1.70%	1.30%
Expected annualized spot volatility minimum	31.10%	38.60%
Expected annualized spot volatility maximum	48.10%	51.50%
Weighted average annualized volatility	47.30%	51.40%
Risk-free spot rate minimum	0.10%	0.10%
Risk-free spot rate maximum	1.90%	2.00%
Expected term	'5 years	'5 years 2 months 12 days

Stock_Compensation_Plans_Nonqu

Stock Compensation Plans (Non-qualified Stock Options) (Details) (USD $)	12 Months Ended
In Millions, except Share data in Thousands, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'	'
Share-based Compensation Arrangement by Share-based Payment Award, Options, Vested and Expected to Vest, Outstanding, Number	4,389	'
Share-based Compensation Arrangement by Share-based Payment Award, Options, Vested and Expected to Vest, Outstanding, Weighted Average Exercise Price	$36.78	'
Share-based Compensation Arrangement by Share-based Payment Award, Options, Vested and Expected to Vest, Outstanding, Weighted Average Remaining Contractual Term	'6 years 2 months 12 days	'
Share-based Compensation Arrangement by Share-based Payment Award, Options, Vested and Expected to Vest, Exercisable, Aggregate Intrinsic Value	$0	'
Summary of Status of Non Qualified Stock Options Included in Stock Plan	'	'
Outstanding at beginning of year, number of option	4,537	'
Outstanding at beginning of year, weighted average exercise price	$38.42	'
Outstanding at beginning of year, weighted average remaining contractual term	'6 years 2 months 12 days	'5 years 2 months 12 days
Outstanding at beginning of year, aggregate intrinsic value	0	'
Granted, number of options	1,287	'
Granted, weighted average exercise price	$24.15	'
Exercised , number of options	-405	'
Exercised, weighted average exercise price	$16.36	'
Forfeited, number of options	-364	'
Forfeited, weighted average exercise price	$41.19	'
Expired, number of options	-521	'
Expired, weighted average exercise price	$37.65	'
Outstanding at end of year, number of option	4,534	4,537
Outstanding at end of year, weighted average exercise price	$36.34	$38.42
Outstanding at end of year, weighted average remaining contractual term	'6 years 2 months 12 days	'5 years 2 months 12 days
Outstanding at end of year, aggregate intrinsic value	0	0
Exercisable at end of year, number of options	2,188	'
Exercisable at end of year, weighted average exercise price	$50.03	'
Exercisable at end of year, weighted average remaining contractual term	'3 years 9 months 12 days	'
Exercisable at end of year, aggregate intrinsic value	$0	'

Stock_Compensation_Plans_Nonve

Stock Compensation Plans (Non-vested Share Awards) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013
Summary of Status of Non Vested Share Awards	'
Non-vested at beginning of year, shares	6,991,000
Non-Vested at beginning of year, weighted-average grant-date fair value	$22.98
Restricted shares or units granted	4,291,000
Granted, weighted average grant-date fair value	$26.61
Vested, shares	-1,511,000
Vested, weighted-average grant-date fair value	$25.54
Forfeited, shares	-1,228,000
Forfeited, weighted-average grant-date fair value	$22.86
Non-vested at end of year, weighted-average grant-date fair value	$24.37
Non-vested at end of year, shares	8,543,000
Restricted Stock Unit Plan [Member]	'
Summary of Status of Non Vested Share Awards	'
Non-vested at beginning of year, shares	309,000
Non-Vested at beginning of year, weighted-average grant-date fair value	$25.08
Restricted shares or units granted	0
Granted, weighted average grant-date fair value	$0
Vested, shares	-306,000
Vested, weighted-average grant-date fair value	$25.04
Forfeited, shares	-3,000
Forfeited, weighted-average grant-date fair value	$28.99
Non-vested at end of year, weighted-average grant-date fair value	$0
Non-vested at end of year, shares	0

Stock_Compensation_Plans_Detai

Stock Compensation Plans (Details Textual) (USD $)	3 Months Ended	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'	'	'
Share-based Compensation	'	$1	'	'
Stock Compensation Plans (Textual) [Abstract]	'	'	'	'
Total compensation cost related to non-vested awards not yet recognized	105,000,000	105,000,000	'	'
Weighted average period of compensation cost recognized (in years)	'2 years 85 days	'	'	'
Period commencing from date of grant	'	'3 years	'	'
Condition for Options to become exercisable	'	' over a three year period commencing one year from the date of grant, while certain other options become exercisable at the later of three years from the date of grant or upon specified market appreciation of the Companybs common shares.	'	'
Share-based compensation arrangement by share-based payment award, options, grants in period, net of forfeitures	'	1,287,000	'	'
Share Based Compensation Arrangement By Share Based Payment Award Options Grants In Period Weighted Average Grant Date Fair Value	'	$7.78	$7.41	'
Share Based Compensation Arrangement By Share Based Payment Award Options Exercises In Period Total Intrinsic Value	'	5,000,000	4,000,000	2,000,000
Restricted shares or units granted	'	4,291,000	'	'
Restricted shares or units outstanding	8,543,000	8,543,000	6,991,000	'
ISOP 2005 [Member]	'	'	'	'
Stock Compensation Plans (Textual) [Abstract]	'	'	'	'
Shares available for future issuance	8,143,264	8,143,264	'	'
ISOP 2010 [Member]	'	'	'	'
Stock Compensation Plans (Textual) [Abstract]	'	'	'	'
Maximum limit of shares awarded	18,000,000	18,000,000	'	'
Option's maximum terms in years	'	'10 years	'	'
Maximum Limit of Shares Awarded to any individual employee under 2010 Stock Option Plan	'	2,000,000	'	'
Deferred Stock Unit Awards [Member]	'	'	'	'
Stock Compensation Plans (Textual) [Abstract]	'	'	'	'
Restricted shares or units granted	'	0	0	'
Deferred Stock Unit Plan [Member]	'	'	'	'
Stock Compensation Plans (Textual) [Abstract]	'	'	'	'
Number of Award Types Under Deferred Stock Unit Plan	'	2	'	'
Deferred Units credited	'	'on or after JanuaryB 1, 2010 (and any credited to senior executive officers hired on or after OctoberB 1, 2009) are paid in three equal installments after the first, second and third anniversaries of their grant date	'	'
Restricted stock vesting period	'	'3 years	'	'
Restricted Stock Unit Awards [Member]	'	'	'	'
Stock Compensation Plans (Textual) [Abstract]	'	'	'	'
Graded vesting attribution method	'	'views one three-year grant with annual graded vesting as three separate sub-grants, each representing one third of the total number of awards granted. The first sub-grant vests over one year, the second sub-grant vests over two years and the third sub-grant vests over three years.	'	'
Restricted shares or units granted	'	0	'	'
Restricted shares or units outstanding	27,000	27,000	832,000	'
Performance Based Share Awards [Member]	'	'	'	'
Stock Compensation Plans (Textual) [Abstract]	'	'	'	'
Fair value of shares vested based on estimated performance factors	'	$42,000,000	$20,000,000	$20,000,000
Performance shares payable criteria	'	'within a range of 0% to 200% of the number of shares initially granted based upon the attainment of specific performance goals achieved over a specified period, generally three years	'	'
Restricted stock units, restricted stock and performance shares [Member] | ISOP 2010 [Member]	'	'	'	'
Stock Compensation Plans (Textual) [Abstract]	'	'	'	'
Maximum Limit of Shares Awarded to any individual employee under 2010 Stock Option Plan	'	500,000	'	'
Minimum [Member]	'	'	'	'
Stock Compensation Plans (Textual) [Abstract]	'	'	'	'
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Expected Dividend Rate	'	0.00%	'	'
Maximum [Member]	'	'	'	'
Stock Compensation Plans (Textual) [Abstract]	'	'	'	'
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Expected Dividend Rate	'	200.00%	'	'
Employee Stock [Member]	'	'	'	'
Stock Compensation Plans (Textual) [Abstract]	'	'	'	'
Shares available for future issuance	5,476,032	5,476,032	'	'
Discount rate on purchase of common stock under Employee Stock Purchase Plan	'	5.00%	5.00%	15.00%
Shares available for sale to eligible employees	15,400,000	15,400,000	'	'
Number of shares sold	'	321,723	688,655	768,380
Weighted average per share fair value of discount	'	$1.52	$1	$1.03

Discontinued_Operations_Detail

Discontinued Operations (Details) (USD $)	3 Months Ended		12 Months Ended
	Jun. 30, 2011	Mar. 31, 2011	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Income (Loss) from Discontinued Operations, Net of Tax, Including Portion Attributable to Noncontrolling Interest [Abstract]	'	'	'	'	'
Disposal Group, Including Discontinued Opeation, Earned Premium	'	'	$4,000,000	$0	$0
Revenue	'	'	'	'	'
Fee income and other	'	'	13,000,000	46,000,000	50,000,000
Net investment income	'	'	137,000,000	211,000,000	12,000,000
Disposal Group, Including Discontinued Operation, Net Investment Income, Securities Available-for-sale and Other	'	'	-3,000,000	10,000,000	26,000,000
Disposal Group, Including Discontinued Operation, Net Investment Income, Equity Securities, Trading	'	'	140,000,000	201,000,000	-14,000,000
Net realized capital losses	'	'	-49,000,000	33,000,000	75,000,000
Other revenues	'	'	0	0	48,000,000
Total revenues	'	'	105,000,000	290,000,000	185,000,000
Disposal Group, Including Discontinued Operation, Benefits Losses and Loss Adjustment Expenses	'	'	2,000,000	2,000,000	-2,000,000
Disposal Group, Including Discontinued Operation Benefits, Losses and Loss Adjustment Expenses, Returns Credited on International Variable Annuities	'	'	140,000,000	201,000,000	-14,000,000
Benefits, losses and expenses	'	'	'	'	'
Amortization of DAC	'	'	0	0	0
Insurance operating costs and other expenses	'	'	23,000,000	39,000,000	95,000,000
Total benefits, losses and expenses	'	'	165,000,000	242,000,000	79,000,000
Income (loss) before income taxes	'	'	-60,000,000	48,000,000	106,000,000
Income tax expense (benefit)	'	'	-28,000,000	-15,000,000	49,000,000
Income (loss) from operations of discontinued operations, net of tax	'	'	-32,000,000	63,000,000	57,000,000
Net realized capital gain (loss) on disposal, net of tax	74	150	-102,000,000	-1,000,000	82,000,000
Income (loss) from discontinued operations, net of tax	'	'	($134,000,000)	$62,000,000	$139,000,000

Discontinued_Operations_Detail1

Discontinued Operations (Details Textual) (USD $)	3 Months Ended		12 Months Ended
	Jun. 30, 2011	Mar. 31, 2011	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Related Party Transaction [Line Items]	'	'	'	'	'
Income tax expense (benefit)	'	'	($247,000,000)	($481,000,000)	($373,000,000)
Discontinued Operations (Textual) [Abstract]	'	'	'	'	'
Net realized capital gain (loss) on disposal of discontinued operations, net of tax	74	150	-102,000,000	-1,000,000	82,000,000
Hartford Life International Limited [Member]	'	'	'	'	'
Related Party Transaction [Line Items]	'	'	'	'	'
Income tax expense (benefit)	'	'	$219	'	'

Restructuring_Severance_and_Ot2

Restructuring, Severance and Other Costs (Operations for Reporting Segment) (Details) (USD $)

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

In Millions, unless otherwise specified

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Sep. 30, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Sep. 30, 2011

Dec. 31, 2013

Dec. 31, 2012

Property Casualty Commercial [Member]

Property Casualty Commercial [Member]

Property Casualty Commercial [Member]

Consumer Markets [Member]

Consumer Markets [Member]

Consumer Markets [Member]

Group Benefits [Member]

Group Benefits [Member]

Group Benefits [Member]

Mutual Funds [Member]

Mutual Funds [Member]

Mutual Funds [Member]

Talcott Resolution [Member]

Talcott Resolution [Member]

Talcott Resolution [Member]

Corporate [Member]

Corporate [Member]

Corporate [Member]

Restructuring Cost and Reserve [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Restructuring and related cost, expected cost

$347

'

'

$6

'

'

'

$3

'

$1

'

'

$4

'

'

$69

'

'

'

$264

'

Restructuring charges

$67

$199

$25

$1

$5

$0

$0

$0

$1

$0

$1

$0

$1

$3

$0

$1

$68

$0

$25

$64

$121

Restructuring_Severance_and_Ot3

Restructuring, Severance and Other Costs (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Payments for Restructuring	$109	$146	'
Restructuring Reserve	28	70	17
Severance benefits	22	148	17
Professional fees	19	44	0
Asset impairment charges	20	5	0
Other contract termination charges	6	2	8
Total restructuring and other costs	$67	$199	$25

Restructuring_Severance_and_Ot4

Restructuring, Severance and Other Costs (Accrued Restructuring Liability) (Details) (USD $)	12 Months Ended																																35 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013															Dec. 31, 2012																Dec. 31, 2011	Dec. 31, 2013
Restructuring Cost and Reserve [Line Items]	'															'																'	'
Restructuring, Severance and Other Costs	'															'																'	'291
																Restructuring and Other Costs
																As a result of a strategic business realignment announced in 2012, the Company is currently focusing on its Property & Casualty, Group Benefits and Mutual Fund businesses. In addition, the Company implemented restructuring activities in 2011 across several areas aimed at reducing overall expense levels. The Company intends to substantially complete the related restructuring activities over the next 24 months. For related discussion of the Company's business disposition transactions, see Note 2 - Business Dispositions of Notes to Consolidated Financial Statements.
		For the year ended December 31, 2013														Termination benefits related to workforce reductions and lease and other contract terminations have been accrued through December 31, 2013. Additional costs, mainly severance benefits and other related costs and professional fees, expected to be incurred subsequent to December 31, 2013, and asset impairment charges, if any, will be expensed in the period incurred as appropriate.
																In 2013, the Company initiated a plan to consolidate its real estate operations in Connecticut, including the intention to exit certain facilities and relocate employees. The consolidation of real estate in Connecticut is consistent with the Company's strategic business realignment and follows the completion of sales of the Retirement Plans and Individual Life businesses. Asset related charges will be incurred over the remaining estimated useful life of facilities, and relocation and other maintenance charges will be recognized as incurred. The program costs will be recognized in the Corporate category for segment reporting.
		Severance Benefits and Related Costs			Professional Fees			Asset impairment charges			Contract Termination and Other Charges		Total Restructuring and Other Costs			Restructuring and other costs of approximately $291, before tax have been incurred by the Company to date in connection with these activities. The Company's estimate of and actual costs incurred for restructuring activities may differ from its current estimate as the Company executes on its operational and strategic initiatives.
																Estimated restructuring and other costs, including costs incurred to date, as of December 31, 2013 are as follows:
	Balance, beginning of period	$	70		$	—		$	—		$	—	$	70
	Accruals/provisions	22			19			20			6		67			Property & Casualty Commercial	$	6
	Payments/write-offs	(70		)	(19		)	(20		)	—		(109		)	Consumer Markets	3
	Balance, end of period	$	22		$	—		$	—		$	6	$	28		Group Benefits	1
																Mutual Funds	4
																Talcott Resolution	69
																Corporate	264
																Total estimated restructuring and other costs	$	347
																Restructuring and other costs, pre-tax incurred in connection with these activities are as follows:
																	For the Years Ended December 31,
																	2013			2012			2011
																Severance benefits	$	22		$	148		$	17
																Professional fees	19			44			—
																Asset impairment charges	20			5			—
																Contract termination and other charges	6			2			8
																Total restructuring and other costs	$	67		$	199		$	25
																Restructuring and other costs costs, included in insurance operating costs and other expenses in the Consolidated Statements of Operations for each reporting segment, as well as the Corporate category are as follows:
																	For the Years Ended December 31,
																	2013			2012			2011
																Property & Casualty Commercial	$	1		$	5		$	—
																Consumer Markets	—			1			—
																Group Benefits	—			1			—
																Mutual Funds	1			3			—
																Talcott Resolution	1			68			—
																Corporate	64			121			25
																Total restructuring and other costs	$	67		$	199		$	25
																Changes in the accrued restructuring and other costs liability balance included in other liabilities in the Consolidated Balance Sheets are as follows:
																	For the year ended December 31, 2013
																	Severance Benefits and Related Costs			Professional Fees			Asset impairment charges			Contract Termination and Other Charges			Total Restructuring and Other Costs
																Balance, beginning of period	$	70		$	—		$	—		$	—		$	70
																Accruals/provisions	22			19			20			6			67
																Payments/write-offs	(70		)	(19		)	(20		)	—			(109		)
																Balance, end of period	$	22		$	—		$	—		$	6		$	28
																	For the year ended December 31, 2012
																	Severance Benefits and Related Costs			Professional Fees			Asset impairment charges			Contract Termination and Other Charges			Total Restructuring and Other Costs
																Balance, beginning of period	$	12		$	—		$	—		$	5		$	17
																Accruals/provisions	148			44			5			2			199
																Payments/write-offs	(90		)	(44		)	(5		)	(7		)	(146		)
																Balance, end of period	$	70		$	—		$	—		$	—		$	70
Schedule of Restructuring Reserve by Type of Cost [Table Text Block]	'Total Restructuring and Other Costs															'																'	'
																	For the year ended December 31, 2013
																	Severance Benefits and Related Costs			Professional Fees			Asset impairment charges			Contract Termination and Other Charges			Total Restructuring and Other Costs
																Balance, beginning of period	$	70		$	—		$	—		$	—		$	70
																Accruals/provisions	22			19			20			6			67
																Payments/write-offs	(70		)	(19		)	(20		)	—			(109		)
																Balance, end of period	$	22		$	—		$	—		$	6		$	28
																	For the year ended December 31, 2012
																	Severance Benefits and Related Costs			Professional Fees			Asset impairment charges			Contract Termination and Other Charges			Total Restructuring and Other Costs
																Balance, beginning of period	$	12		$	—		$	—		$	5		$	17
																Accruals/provisions	148			44			5			2			199
																Payments/write-offs	(90		)	(44		)	(5		)	(7		)	(146		)
																Balance, end of period	$	70		$	—		$	—		$	—		$	70
Balance, beginning of period	$70															$17																'	'
Accruals/provisions	67															199																25	'
Payments/write-offs	-109															-146																'	'
Balance, end of period	28															70																17	28
Severance Benefit and Related Costs [Member]	'															'																'	'
Restructuring Cost and Reserve [Line Items]	'															'																'	'
Balance, beginning of period	70															12																'	'
Accruals/provisions	22															148																'	'
Payments/write-offs	-70															-90																'	'
Balance, end of period	22															70																'	22
Restructuring Professional Fees [Member]	'															'																'	'
Restructuring Cost and Reserve [Line Items]	'															'																'	'
Balance, beginning of period	0															0																'	'
Accruals/provisions	19															44																'	'
Payments/write-offs	-19															-44																'	'
Balance, end of period	0															0																'	0
Asset Impairment Charges [Member]	'															'																'	'
Restructuring Cost and Reserve [Line Items]	'															'																'	'
Balance, beginning of period	0															0																'	'
Accruals/provisions	20															5																'	'
Payments/write-offs	-20															-5																'	'
Balance, end of period	0															0																'	0
Other Contract Termination Charges [Member]	'															'																'	'
Restructuring Cost and Reserve [Line Items]	'															'																'	'
Balance, beginning of period	0															5																'	'
Accruals/provisions	6															2																'	'
Payments/write-offs	0															-7																'	'
Balance, end of period	$6															$0																'	$6

Restructuring_Severance_and_Ot5

Restructuring, Severance and Other Costs (Details Textual) (USD $)

12 Months Ended

9 Months Ended

12 Months Ended

In Millions, unless otherwise specified

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Sep. 30, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Corporate [Member]

Corporate [Member]

Corporate [Member]

Maximum [Member]

Restructuring Cost and Reserve [Line Items]

'

'

'

'

'

'

'

Restructuring charges

$67

$199

$25

$25

$64

$121

'

Restructuring and related cost, expected cost

$347

'

'

'

$264

'

'

Period to complete restructuring plan

'

'

'

'

'

'

'24 months

Restructuring and Related Costs [Table Text Block]

'

'

'

'

'

'

'

For the Years Ended December 31,

2013

2012

2011

Severance benefits

$

22

$

148

$

17

Professional fees

19

44

—

Asset impairment charges

20

5

—

Contract termination and other charges

6

2

8

Total restructuring and other costs

$

67

$

199

$

25

Quarterly_Results_Unaudited_De

Quarterly Results (Unaudited) (Details) (USD $)	3 Months Ended																12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2013		Sep. 30, 2013		Jun. 30, 2013		Mar. 31, 2013		Dec. 31, 2012		Sep. 30, 2012		Jun. 30, 2012		Mar. 31, 2012		Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Schedule of Quarterly Financial Information	'		'		'		'		'		'		'		'		'	'	'
Revenues	$6,087		$5,641		$5,465		$9,043		$7,700		$6,332		$4,565		$7,525		$26,236	$26,122	$21,733
Benefits, losses and expenses	5,710		5,298		5,685		9,480		7,940		6,380		4,839		7,544		26,173	26,703	21,533
Income (loss) from continuing operations, net of tax	316		298		-64		-240		-45		-7		-108		60		310	-100	573
Income (loss) from discontinued operations, net of tax	-2		-5		-126		-1		-1		20		7		36		-134	62	139
Net income (loss)	'		293		-190		-241		'		13		-101		96		176	-38	712
Less: Preferred stock dividends and accretion of discount	0		0		0		10		11		10		11		10		'	'	'
Net income (loss) available to common shareholders	$314		$293		($190)		($251)		($57)		$3		($112)		$86		$166	($80)	$670
Basic earnings (losses) per common share	$0.70		$0.65		($0.42)		($0.58)		($0.13)		$0.01		($0.26)		$0.20		$0.37	($0.18)	$1.51
Diluted earnings (losses) per common share	$0.65	[1]	$0.60	[1]	($0.42)	[1]	($0.58)	[1]	($0.13)	[1]	$0.01	[1]	($0.26)	[1]	$0.18	[1]	$0.34	($0.18)	$1.40
Weighted average common shares outstanding, basic	451.1		452.1		451.4		436.3		436.2		435.8		438.2		440.7		447.7	437.7	445
Weighted average shares outstanding and dilutive potential common shares	486.1		490.6		451.4		436.3		436.2		461.7		438.2		469		484.4	437.7	478
Weighted average common shares outstanding and dilutive potential common shares, impact of mandatory convertible preferred shares was not antidilutive	'		'		489		493.1		488.9		482.7		485.8		489.9		'	'	'
[1]	In periods of a net loss available to common shareholders, the Company uses basic weighted average common shares outstanding in the calculation of diluted loss per common share, since the inclusion of shares for warrants, stock compensation plans and the assumed conversion of the preferred shares to common would have been antidilutive to the earnings (loss) per common share calculation. In the absence of the net loss available to common shareholders, weighted average common shares outstanding and dilutive potential common shares would have totaled 485.8 million , 488.9 million, 493.1 million and 489.0 million for the three months ended June 30, 2012, December 31, 2012, March 31, 2013 and June 30, 2013, respectively. In addition, assuming the impact of mandatory convertible preferred shares was not antidilutive, weighted average common shares outstanding and dilutive potential common shares would have totaled 489.9 million and 482.7 million for the three months ended MarchB 31, 2012 and September 30, 2012, respectively.

Schedule_I_Summary_of_Investme1

Schedule I Summary of Investments - Other Than Investments in Affiliates (Details) (USD $)	Dec. 31, 2013
In Millions, unless otherwise specified
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	$92,178
Fair Value	98,504
Amount which shown on Balance Sheet	98,401
U.S. government and government agencies and authorities (guaranteed and sponsored) [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	8,231
Fair Value	8,208
Amount which shown on Balance Sheet	8,208
States, municipalities and political subdivisions [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	11,932
Fair Value	12,173
Amount which shown on Balance Sheet	12,173
Foreign governments [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	4,228
Fair Value	4,104
Amount which shown on Balance Sheet	4,104
Public utilities [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	5,605
Fair Value	5,940
Amount which shown on Balance Sheet	5,940
All other corporate bonds [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	21,408
Fair Value	22,550
Amount which shown on Balance Sheet	22,550
All Other Mortgage Backed and Asset Backed Securities [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	9,237
Fair Value	9,382
Amount which shown on Balance Sheet	9,382
Fixed maturities, AFS [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	60,641
Fair Value	62,357
Amount which shown on Balance Sheet	62,357
Fixed Maturities, FVO [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	958
Fair Value	844
Amount which shown on Balance Sheet	844
Fixed Maturities [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	61,599
Fair Value	63,201
Amount which shown on Balance Sheet	63,201
Industrial, miscellaneous and all other [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	485
Fair Value	523
Amount which shown on Balance Sheet	523
Non-redeemable preferred stocks [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	365
Fair Value	345
Amount which shown on Balance Sheet	345
Total equity securities, available-for-sale [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	850
Fair Value	868
Amount which shown on Balance Sheet	868
Equity securities, trading [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	14,504
Fair Value	19,745
Amount which shown on Balance Sheet	19,745
Equity Securities [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	15,354
Fair Value	20,613
Amount which shown on Balance Sheet	20,613
Mortgage loans [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	5,598
Fair Value	5,641
Amount which shown on Balance Sheet	5,598
Policy Loans [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	1,420
Fair Value	1,480
Amount which shown on Balance Sheet	1,420
Investments in partnerships and trusts [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	3,040
Fair Value	3,040
Amount which shown on Balance Sheet	3,040
Futures Options and Miscellaneous [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	1,150
Fair Value	521
Amount which shown on Balance Sheet	521
Short-term Investments [Member]	'
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]	'
Cost	4,017
Fair Value	4,008
Amount which shown on Balance Sheet	$4,008

Schedule_II_Condensed_Financia1

Schedule II Condensed Financial Information of The Hartford Financial Services Group, Inc. (Balance Sheets) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Assets	'		'	'
Fixed maturities, available-for-sale, at fair value	$62,357	[1]	$85,922	'
Other investments	521		1,114	'
Short-term investments	4,008		4,581	'
Deferred income taxes	3,840		1,942	'
Other assets	2,998		2,767	'
Total assets	277,884		298,513	'
Liabilities and Stockholder's Equity	'		'	'
Long-term debt	6,106		6,806	'
Other liabilities	6,104		10,172	'
Total liabilities	258,979		276,066	'
Total stockholders' equity	18,905		22,447	21,486
Total liabilities and stockholders' equity	277,884		298,513	'
Parent Company [Member]	'		'	'
Assets	'		'	'
Fixed maturities, available-for-sale, at fair value	1,064		542	'
Other investments	17		23	'
Short-term investments	801		825	'
Investment in affiliates	23,353		28,104	'
Deferred income taxes	1,227		1,317	'
Unamortized Issue Costs	51		60	'
Other assets	45		30	'
Total assets	26,558		30,901	'
Liabilities and Stockholder's Equity	'		'	'
Net payable to affiliates	407		267	'
Short-term debt (includes current maturities of long-term debt)	200		320	'
Long-term debt	5,964		6,566	'
Other liabilities	1,082		1,301	'
Total liabilities	7,653		8,454	'
Total stockholders' equity	18,905		22,447	'
Total liabilities and stockholders' equity	$26,558		$30,901	'
[1]	{F|ahBzfndlYmZpbGluZ3MtaHJkcmoLEgZYTUxEb2MiXlhCUkxEb2NHZW5JbmZvOjYyZmE1MmE2MjgzNjQxYmE5YjcxMDJiNmY1MzRkNjY2fFRleHRTZWxlY3Rpb246OTVBRUUyNzk0RjQ2OTVBOEVEODBEQzdCMkQxMzlCMjMM}

Schedule_II_Condensed_Financia2

Schedule II Condensed Financial Information of The Hartford Financial Services Group, Inc. (Statements of Operations) (Details) (USD $)

3 Months Ended

12 Months Ended

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Consolidated Statements of Operations and Comprehensive Income

'

'

'

'

'

'

'

'

'

'

'

Net investment income (loss)

'

'

'

'

'

'

'

'

$9,423,000,000

$8,591,000,000

$2,918,000,000

Net realized capital gains (losses)

'

'

'

'

'

'

'

'

-507,000,000

744,000,000

226,000,000

Total revenues

-6,087,000,000

-5,641,000,000

-5,465,000,000

-9,043,000,000

-7,700,000,000

-6,332,000,000

-4,565,000,000

-7,525,000,000

-26,236,000,000

-26,122,000,000

-21,733,000,000

Interest expense

'

'

'

'

'

'

'

'

397,000,000

457,000,000

508,000,000

Total benefits, losses and expenses

5,710,000,000

5,298,000,000

5,685,000,000

9,480,000,000

7,940,000,000

6,380,000,000

4,839,000,000

7,544,000,000

26,173,000,000

26,703,000,000

21,533,000,000

Income tax expense (benefit)

'

'

'

'

'

'

'

'

-247,000,000

-481,000,000

-373,000,000

Net income (loss)

'

293,000,000

-190,000,000

-241,000,000

'

13,000,000

-101,000,000

96,000,000

176,000,000

-38,000,000

712,000,000

Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax

'

'

'

'

'

'

'

'

-11,000,000

'

'

Change in net unrealized gain/loss on securities

'

'

'

'

'

'

'

'

'

'

2,067,000,000

[1],[2]

Parent Company [Member]

'

'

'

'

'

'

'

'

'

'

'

Consolidated Statements of Operations and Comprehensive Income

'

'

'

'

'

'

'

'

'

'

'

Net investment income (loss)

'

'

'

'

'

'

'

'

10,000,000

3,000,000

2,000,000

Net realized capital gains (losses)

'

'

'

'

'

'

'

'

-7,000,000

-6,000,000

-5,000,000

Total revenues

'

'

'

'

'

'

'

'

3,000,000

-3,000,000

-3,000,000

Interest expense

'

'

'

'

'

'

'

'

384,000,000

439,000,000

490,000,000

Other expenses

'

'

'

'

'

'

'

'

178,000,000

926,000,000

-41,000,000

Total benefits, losses and expenses

'

'

'

'

'

'

'

'

562,000,000

1,365,000,000

449,000,000

Loss before income taxes and earnings (losses) of subsidiaries

'

'

'

'

'

'

'

'

-559,000,000

-1,368,000,000

-452,000,000

Income tax expense (benefit)

'

'

'

'

'

'

'

'

-187,000,000

-482,000,000

-154,000,000

Loss before earnings (losses) of subsidiaries

'

'

'

'

'

'

'

'

-372,000,000

-886,000,000

-298,000,000

Earnings (losses) of subsidiaries

'

'

'

'

'

'

'

'

548,000,000

848,000,000

1,010,000,000

Net income (loss)

'

'

'

'

'

'

'

'

176,000,000

-38,000,000

712,000,000

Change in net unrealized gain/loss on securities

'

'

'

'

'

'

'

'

-13,000,000

1,000,000

0

Change in pension and other postretirement plan adjustments

'

'

'

'

'

'

'

'

127,000,000

-172,000,000

-57,000,000

Other comprehensive loss, net of taxes before other comprehensive income of subsidiaries

'

'

'

'

'

'

'

'

103,000,000

-171,000,000

-57,000,000

Other comprehensive income of subsidiaries

'

'

'

'

'

'

'

'

2,819,000,000

1,763,000,000

2,298,000,000

Total other comprehensive income

'

'

'

'

'

'

'

'

2,922,000,000

1,592,000,000

2,241,000,000

Total comprehensive income

'

'

'

'

'

'

'

'

$2,746,000,000

$1,554,000,000

$2,953,000,000

[1]

The DecemberB 31, 2013 amount includes $1.5 billion of net unrealized gains on securities relating to the sales of the Retirement Plans and Individual Life businesses.

[2]

[2]The DecemberB 31, 2013 amount includes $71 of net gains on cash flow hedging instruments relating to the sales of the Retirement Plans and Individual Life businesses.

Schedule_II_Condensed_Financia3

Schedule II Condensed Financial Information of The Hartford Financial Services Group, Inc. (Cash Flow Disclosures) (Details) (USD $)	3 Months Ended						12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Sep. 30, 2012	Jun. 30, 2012	Mar. 31, 2012	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2009
Operating Activities	'	'	'	'	'	'	'	'	'	'
Net income (loss)	$293	($190)	($241)	$13	($101)	$96	$176	($38)	$712	'
Loss on extinguishment of debt	'	'	'	'	-587	'	213	910	0	'
Net cash provided by operating activities	'	'	'	'	'	'	1,237	2,681	2,274	'
Investing Activities	'	'	'	'	'	'	'	'	'	'
Net sales (purchases) of short-term investments	'	'	'	'	'	'	318	1,400	-346	'
Net cash used for investing activities	'	'	'	'	'	'	3,745	-2,557	-1,182	'
Financing Activities	'	'	'	'	'	'	'	'	'	'
Proceeds from the issuance of long-term debt	'	'	'	'	'	'	533	2,123	'	'
Repurchase of warrants	'	'	'	'	'	'	-33	-300	'	'
Treasury stock acquired	'	'	'	'	'	'	-600	-154	-46	'
Proceeds from net issuance of shares under incentive and stock compensation plans and excess tax benefit	'	'	'	'	'	'	20	14	10	'
Dividends paid on preferred stock	'	'	'	'	'	'	-21	-42	-42	'
Dividends paid on common stock	'	'	'	'	'	'	-202	-175	-153	'
Net cash used for financing activities	'	'	'	'	'	'	-5,820	-228	-609	'
Net change in cash	'	'	'	'	'	'	-993	-160	519	'
Cash - beginning of period	'	'	2,421	'	'	2,581	2,421	2,581	'	2,062
Cash - end of period	'	'	'	'	'	'	1,428	2,421	2,581	2,062
Supplemental Disclosure of Cash Flow Information	'	'	'	'	'	'	'	'	'	'
Interest paid	'	'	'	'	'	'	402	461	501	'
Parent Company [Member]	'	'	'	'	'	'	'	'	'	'
Operating Activities	'	'	'	'	'	'	'	'	'	'
Net income (loss)	'	'	'	'	'	'	176	-38	712	'
Loss on extinguishment of debt	'	'	'	'	'	'	176	910	0	'
Undistributed earnings (losses) of subsidiaries	'	'	'	'	'	'	-549	-847	-1,011	'
Change in operating assets and liabilities	'	'	'	'	'	'	1,170	770	625	'
Net cash provided by operating activities	'	'	'	'	'	'	973	795	326	'
Investing Activities	'	'	'	'	'	'	'	'	'	'
Net sales (purchases) of short-term investments	'	'	'	'	'	'	-454	213	432	'
Capital contributions to subsidiaries	'	'	'	'	'	'	1,211	-334	-126	'
Net cash used for investing activities	'	'	'	'	'	'	757	-121	306	'
Financing Activities	'	'	'	'	'	'	'	'	'	'
Proceeds from the issuance of long-term debt	'	'	'	'	'	'	295	2,123	0	'
Repurchase of warrants	'	'	'	'	'	'	-33	-300	0	'
Repayments of long-term debt	'	'	'	'	'	'	-1,190	-2,133	-400	'
Treasury stock acquired	'	'	'	'	'	'	-600	-154	-46	'
Proceeds from net issuance of shares under incentive and stock compensation plans and excess tax benefit	'	'	'	'	'	'	20	7	9	'
Dividends paid on preferred stock	'	'	'	'	'	'	-21	-42	-42	'
Dividends paid on common stock	'	'	'	'	'	'	-201	-175	-153	'
Net cash used for financing activities	'	'	'	'	'	'	-1,730	-674	-632	'
Net change in cash	'	'	'	'	'	'	0	0	0	'
Cash - beginning of period	'	'	0	'	'	'	0	'	0	0
Cash - end of period	'	'	'	'	'	'	0	0	'	0
Supplemental Disclosure of Cash Flow Information	'	'	'	'	'	'	'	'	'	'
Interest paid	'	'	'	'	'	'	366	443	483	'
Dividends Received from Subsidiaries	'	'	'	'	'	'	$1,096	$1,026	$976	'

Schedule_III_Supplementary_Ins1

Schedule III Supplementary Insurance Information Supplementary Insurance Information (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Supplementary Insurance Information	'		'		'
Deferred Policy Acquisition Costs and Present Value of Future Profits	$2,161		$5,725		'
Future Policy Benefits, Unpaid Losses and Loss Adjustment Expenses	41,373		40,992		'
Unearned Premiums	5,225		5,145		'
Other Policyholder Funds and Benefits Payable	58,763		70,901		'
Earned Premiums, Fee Income and Other	16,306		18,275		19,041
Net Investment Income (Loss)	9,423		8,591		2,918
Benefits, Losses and Loss Adjustment Expenses	17,008		17,611		13,282
Amortization of Deferred Policy Acquisition Costs and Present Value of Future Profits	2,701		1,988		2,444
Insurance Operating Costs and Other Expenses	6,464	[1]	7,104	[1]	5,807	[1]
Net Written Premiums	9,929	[2]	9,847	[2]	9,852	[2]
Property & Casualty Commercial [Member]	'		'		'
Supplementary Insurance Information	'		'		'
Deferred Policy Acquisition Costs and Present Value of Future Profits	404		407		'
Future Policy Benefits, Unpaid Losses and Loss Adjustment Expenses	16,293		16,020		'
Unearned Premiums	3,188		3,170		'
Earned Premiums, Fee Income and Other	6,315		6,361		6,224
Net Investment Income (Loss)	984		924		910
Benefits, Losses and Loss Adjustment Expenses	4,085		4,575		4,584
Amortization of Deferred Policy Acquisition Costs and Present Value of Future Profits	905		927		917
Insurance Operating Costs and Other Expenses	1,190	[1]	1,139	[1]	1,170	[1]
Net Written Premiums	6,208	[2]	6,209	[2]	6,176	[2]
Consumer Markets [Member]	'		'		'
Supplementary Insurance Information	'		'		'
Deferred Policy Acquisition Costs and Present Value of Future Profits	145		141		'
Future Policy Benefits, Unpaid Losses and Loss Adjustment Expenses	1,864		1,926		'
Unearned Premiums	1,858		1,799		'
Earned Premiums, Fee Income and Other	3,823		3,791		3,903
Net Investment Income (Loss)	145		159		187
Benefits, Losses and Loss Adjustment Expenses	2,580		2,630		2,886
Amortization of Deferred Policy Acquisition Costs and Present Value of Future Profits	332		332		337
Insurance Operating Costs and Other Expenses	761	[1]	769	[1]	871	[1]
Net Written Premiums	3,719	[2]	3,630	[2]	3,675	[2]
Property & Casualty Other Operations [Member]	'		'		'
Supplementary Insurance Information	'		'		'
Future Policy Benefits, Unpaid Losses and Loss Adjustment Expenses	3,548		3,771		'
Unearned Premiums	1		1		'
Earned Premiums, Fee Income and Other	0		-2		0
Net Investment Income (Loss)	141		149		151
Benefits, Losses and Loss Adjustment Expenses	148		65		317
Amortization of Deferred Policy Acquisition Costs and Present Value of Future Profits	0		0		0
Insurance Operating Costs and Other Expenses	27	[1]	28	[1]	24	[1]
Net Written Premiums	2	[2]	8	[2]	1	[2]
Group Benefits [Member]	'		'		'
Supplementary Insurance Information	'		'		'
Deferred Policy Acquisition Costs and Present Value of Future Profits	41		43		'
Future Policy Benefits, Unpaid Losses and Loss Adjustment Expenses	6,547		6,791		'
Unearned Premiums	65		68		'
Other Policyholder Funds and Benefits Payable	188		228		'
Earned Premiums, Fee Income and Other	3,330		3,810		4,147
Net Investment Income (Loss)	390		405		411
Benefits, Losses and Loss Adjustment Expenses	2,518		3,029		3,306
Amortization of Deferred Policy Acquisition Costs and Present Value of Future Profits	33		33		35
Insurance Operating Costs and Other Expenses	964	[1]	1,033	[1]	1,121	[1]
Net Written Premiums	0	[2]	0	[2]	0	[2]
Mutual Funds [Member]	'		'		'
Supplementary Insurance Information	'		'		'
Deferred Policy Acquisition Costs and Present Value of Future Profits	19		22		'
Other Policyholder Funds and Benefits Payable	0		0		'
Earned Premiums, Fee Income and Other	678		599		649
Net Investment Income (Loss)	0		-3		-3
Benefits, Losses and Loss Adjustment Expenses	0		0		0
Amortization of Deferred Policy Acquisition Costs and Present Value of Future Profits	39		35		47
Insurance Operating Costs and Other Expenses	521	[1]	452	[1]	448	[1]
Net Written Premiums	0	[2]	0	[2]	0	[2]
Talcott Resolution [Member]	'		'		'
Supplementary Insurance Information	'		'		'
Deferred Policy Acquisition Costs and Present Value of Future Profits	1,552		5,112		'
Future Policy Benefits, Unpaid Losses and Loss Adjustment Expenses	13,122		12,485		'
Unearned Premiums	112		106		'
Other Policyholder Funds and Benefits Payable	58,571		70,669		'
Earned Premiums, Fee Income and Other	2,148		3,548		3,909
Net Investment Income (Loss)	7,736		6,926		1,239
Benefits, Losses and Loss Adjustment Expenses	7,677		7,312		2,192
Amortization of Deferred Policy Acquisition Costs and Present Value of Future Profits	1,392		661		1,108
Insurance Operating Costs and Other Expenses	2,244	[1]	1,833	[1]	1,463	[1]
Net Written Premiums	0	[2]	0	[2]	0	[2]
Corporate [Member]	'		'		'
Supplementary Insurance Information	'		'		'
Future Policy Benefits, Unpaid Losses and Loss Adjustment Expenses	-1		-1		'
Unearned Premiums	1		1		'
Other Policyholder Funds and Benefits Payable	4		'		'
Earned Premiums, Fee Income and Other	12		168		209
Net Investment Income (Loss)	27		31		23
Benefits, Losses and Loss Adjustment Expenses	0		0		-3
Amortization of Deferred Policy Acquisition Costs and Present Value of Future Profits	0		0		0
Insurance Operating Costs and Other Expenses	757	[1]	1,850	[1]	710	[1]
Net Written Premiums	$0	[2]	$0	[2]	$0	[2]
[1]	Includes interest expense, goodwill impairment, loss on extinguishment of debt, and reinsurance loss on disposition.
[2]	Excludes life insurance pursuant to Regulation S-X.

Schedule_IV_Reinsurance_Detail

Schedule IV Reinsurance (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'
Gross Amount	$883,387	$946,160	$992,921
Ceded Premiums, Life Insurance in Force	278,059	137,719	139,590
Assumed Premiums, Life Insurance in Force	49,789	48,032	47,365
Premiums, Net, Life Insurance in Force	655,117	856,473	900,696
Life Insurance in Force Premiums, Percentage Assumed to Net	8.00%	6.00%	5.00%
Ceded to Other Companies	2,651	1,320	1,212
Assumed From Other Companies	379	342	359
Earned Premiums, Fee Income and Other	16,306	18,275	19,041
Net Amount	13,226	13,631	14,088
Percentage of Amount Assumed to Net	2.00%	2.00%	2.00%
Direct Premiums Earned	18,292	18,984	19,629
Property, Liability and Casualty Insurance Product Line [Member]	'	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'
Ceded to Other Companies	871	796	688
Assumed From Other Companies	241	205	225
Net Amount	9,864	9,893	9,874
Percentage of Amount Assumed to Net	2.00%	2.00%	2.00%
Direct Premiums Earned	10,494	10,484	10,337
Life Insurance and Annuities [Member]	'	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'
Ceded to Other Companies	1,718	458	463
Assumed From Other Companies	80	69	71
Net Amount	4,544	6,183	6,778
Percentage of Amount Assumed to Net	2.00%	1.00%	1.00%
Direct Premiums Earned	6,182	6,572	7,170
Accident and Health Insurance [Member]	'	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'
Ceded to Other Companies	62	66	61
Assumed From Other Companies	58	68	63
Net Amount	1,612	1,930	2,124
Percentage of Amount Assumed to Net	4.00%	4.00%	3.00%
Direct Premiums Earned	1,616	1,928	2,122
Life Annuity Accident and Health Insurance Product [Domain]	'	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'
Ceded to Other Companies	1,780	524	524
Assumed From Other Companies	138	137	134
Property and Casualty Other Operations [Member] | Life Annuity Accident and Health Insurance Product [Domain]	'	'	'
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]	'	'	'
Earned Premiums, Fee Income and Other	$16,020	$18,006	$18,776

Schedule_V_Valuation_and_Quali

Schedule V Valuation and Qualifying Accounts (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2009
Movement in Valuation allowance and reserves	'	'	'	'
Charged to Costs and Expenses	$2	($14)	$26	'
Valuation allowance, deferred tax	'	0	-85	'
Write-offs/ Payments/ Other	-3	-20	-79	'
Allowance for doubtful accounts and other [Member]	'	'	'	'
Movement in Valuation allowance and reserves	'	'	'	'
Balance January 1,	117	'	119	119
Charged to Costs and Expenses	56	44	45	'
Translation Adjustment	0	0	'	'
Write-offs/ Payments/ Other	-48	-46	-45	'
Balance December 31,	'	117	'	119
Allowance for Doubtful Accounts, Premiums and Other Receivables	125	117	'	'
Allowance for uncollectible reinsurance [Member]	'	'	'	'
Movement in Valuation allowance and reserves	'	'	'	'
Balance January 1,	268	'	290	290
Charged to Costs and Expenses	-1	10	5	'
Translation Adjustment	2	0	0	'
Write-offs/ Payments/ Other	-25	-32	-5	'
Balance December 31,	244	268	'	290
Valuation allowance on mortgage loans [Member]	'	'	'	'
Movement in Valuation allowance and reserves	'	'	'	'
Balance January 1,	68	'	102	155
Charged to Costs and Expenses	2	-14	26	'
Translation Adjustment	0	0	'	'
Write-offs/ Payments/ Other	-3	-20	-79	'
Balance December 31,	67	68	'	155
Valuation allowance for deferred taxes [Member]	'	'	'	'
Movement in Valuation allowance and reserves	'	'	'	'
Balance January 1,	58	'	83	165
Valuation allowance, deferred tax	-2	-25	-82	'
Translation Adjustment	0	0	'	'
Write-offs/ Payments/ Other	-52	0	0	'
Balance December 31,	$4	$58	'	$165

Schedule_VI_Supplemental_Infor1

Schedule VI Supplemental Information Concerning Property and Casualty Insurance Operations (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Supplemental Information for Property, Casualty Insurance Underwriters [Line Items]	'		'		'
Losses and Loss Adjustment Expenses Incurred Related to: Prior Year	($192)		$4		($367)
Percentage of weighted average interest rate	4.70%		4.90%		4.40%
Property, Liability and Casualty Insurance Product Line [Member]	'		'		'
Supplemental Information for Property, Casualty Insurance Underwriters [Line Items]	'		'		'
Discounted Deducted From Liabilities	553	[1]	538	[1]	542	[1]
Losses and Loss Adjustment Expenses Incurred Related to: Current Year	6,621		7,274		7,420
Losses and Loss Adjustment Expenses Incurred Related to: Prior Year	-192		4		-367
Paid Losses and Loss Adjustment Expenses	$6,826		$7,098		$7,218
[1]	Reserves for permanently disabled claimants and certain structured settlement contracts that fund loss run-offs have been discounted using the weighted average interest rates of 3.5%, 4.0%, and 4.4% for 2013, 2012, and 2011, respectively.