XML 73 R63.htm IDEA: XBRL DOCUMENT v2.3.0.15
Fair Value Measurements (Details 2) (USD $)
In Millions, unless otherwise specified
Sep. 30, 2011
Dec. 31, 2010
Fixed maturities valued using internal pricing models  
Fixed maturities classified as Level 3 assets, percent valued using internal pricing models (as a percent)1.00% 
Assets (liabilities) measured at fair value on a recurring basis  
Derivative assets$ 1,350.0$ 1,083.2
Separate account assets67,145.869,555.3
Investment-type insurance contracts(166.1)(6.6)
Fixed maturities | Recurring Fair Value Measurements | Assets (liabilities) measured at fair value
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale49,069.548,636.3
Trading1,278.61,120.3
Fixed maturities | Recurring Fair Value Measurements | Fair value hierarchy Level 1
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale134.7325.0
Trading343.9159.8
Fixed maturities | Recurring Fair Value Measurements | Fair value hierarchy Level 2
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale48,525.947,520.4
Trading717.6691.4
Fixed maturities | Recurring Fair Value Measurements | Fair value hierarchy Level 3
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale408.9790.9
Trading217.1269.1
Corporate debt securities | Recurring Fair Value Measurements | Assets (liabilities) measured at fair value
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale33,844.033,892.5
Corporate debt securities | Recurring Fair Value Measurements | Fair value hierarchy Level 1
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale87.695.4
Corporate debt securities | Recurring Fair Value Measurements | Fair value hierarchy Level 2
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale33,497.533,245.0
Corporate debt securities | Recurring Fair Value Measurements | Fair value hierarchy Level 3
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale258.9552.1
U.S. government and agencies | Recurring Fair Value Measurements | Assets (liabilities) measured at fair value
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale792.7769.3
U.S. government and agencies | Recurring Fair Value Measurements | Fair value hierarchy Level 1
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale47.1229.6
U.S. government and agencies | Recurring Fair Value Measurements | Fair value hierarchy Level 2
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale745.6539.7
Non-U.S. governments | Recurring Fair Value Measurements | Assets (liabilities) measured at fair value
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale791.7872.6
Non-U.S. governments | Recurring Fair Value Measurements | Fair value hierarchy Level 2
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale769.0848.1
Non-U.S. governments | Recurring Fair Value Measurements | Fair value hierarchy Level 3
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale22.724.5
Residential mortgage-backed pass-through securities | Recurring Fair Value Measurements | Assets (liabilities) measured at fair value
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale3,278.33,196.2
Residential mortgage-backed pass-through securities | Recurring Fair Value Measurements | Fair value hierarchy Level 2
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale3,278.33,196.2
Commercial mortgage-backed securities | Recurring Fair Value Measurements | Assets (liabilities) measured at fair value
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale3,575.33,842.2
Commercial mortgage-backed securities | Recurring Fair Value Measurements | Fair value hierarchy Level 2
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale3,575.33,826.0
Commercial mortgage-backed securities | Recurring Fair Value Measurements | Fair value hierarchy Level 3
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale 16.2
States and political subdivisions | Recurring Fair Value Measurements | Assets (liabilities) measured at fair value
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale2,937.32,656.4
States and political subdivisions | Recurring Fair Value Measurements | Fair value hierarchy Level 2
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale2,937.32,656.4
Collateralized debt obligations | Recurring Fair Value Measurements | Assets (liabilities) measured at fair value
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale332.2293.0
Collateralized debt obligations | Recurring Fair Value Measurements | Fair value hierarchy Level 2
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale233.3183.7
Collateralized debt obligations | Recurring Fair Value Measurements | Fair value hierarchy Level 3
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale98.9109.3
Other debt obligations | Recurring Fair Value Measurements | Assets (liabilities) measured at fair value
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale3,518.03,114.1
Other debt obligations | Recurring Fair Value Measurements | Fair value hierarchy Level 2
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale3,489.63,025.3
Other debt obligations | Recurring Fair Value Measurements | Fair value hierarchy Level 3
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale28.488.8
Equity securities | Recurring Fair Value Measurements | Assets (liabilities) measured at fair value
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale120.5169.9
Trading360.3316.9
Equity securities | Recurring Fair Value Measurements | Fair value hierarchy Level 1
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale111.8124.1
Trading250.1212.9
Equity securities | Recurring Fair Value Measurements | Fair value hierarchy Level 2
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale2.62.6
Trading110.2104.0
Equity securities | Recurring Fair Value Measurements | Fair value hierarchy Level 3
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale6.143.2
Recurring Fair Value Measurements | Assets (liabilities) measured at fair value
  
Assets (liabilities) measured at fair value on a recurring basis  
Derivative assets1,350.01,083.2
Other investments224.0210.7
Cash equivalents519.31,247.2
Sub-total excluding separate account assets52,922.252,784.5
Separate account assets67,145.869,555.3
Total assets120,068.0122,339.8
Investment-type insurance contracts(166.1)(6.6)
Derivative liabilities(1,587.5)(1,274.5)
Other liabilities(226.9)(250.3)
Total liabilities(1,980.5)(1,531.4)
Net assets (liabilities)118,087.5120,808.4
Recurring Fair Value Measurements | Fair value hierarchy Level 1
  
Assets (liabilities) measured at fair value on a recurring basis  
Other investments13.014.1
Cash equivalents157.3217.3
Sub-total excluding separate account assets1,010.81,053.2
Separate account assets42,942.051,012.9
Total assets43,952.852,066.1
Net assets (liabilities)43,952.852,066.1
Recurring Fair Value Measurements | Fair value hierarchy Level 2
  
Assets (liabilities) measured at fair value on a recurring basis  
Derivative assets1,283.91,049.9
Other investments106.568.3
Cash equivalents362.01,029.9
Sub-total excluding separate account assets51,108.750,466.5
Separate account assets20,146.814,770.9
Total assets71,255.565,237.4
Derivative liabilities(1,383.3)(1,093.0)
Other liabilities(70.9)(93.5)
Total liabilities(1,454.2)(1,186.5)
Net assets (liabilities)69,801.364,050.9
Recurring Fair Value Measurements | Fair value hierarchy Level 3
  
Assets (liabilities) measured at fair value on a recurring basis  
Derivative assets66.133.3
Other investments104.5128.3
Sub-total excluding separate account assets802.71,264.8
Separate account assets4,057.03,771.5
Total assets4,859.75,036.3
Investment-type insurance contracts(166.1)(6.6)
Derivative liabilities(204.2)(181.5)
Other liabilities(156.0)(156.8)
Total liabilities(526.3)(344.9)
Net assets (liabilities)4,333.44,691.4
Fixed maturities
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale49,069.548,636.3
U.S. government and agencies
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale792.7769.3
Non-U.S. governments
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale791.7872.6
States and political subdivisions
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale2,937.32,656.4
Corporate debt securities
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale33,844.033,892.5
Residential mortgage-backed pass-through securities
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale3,278.33,196.2
Commercial mortgage-backed securities
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale3,575.33,842.2
Collateralized debt obligations
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale332.2293.0
Other debt obligations
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale3,518.03,114.1
Equity securities
  
Assets (liabilities) measured at fair value on a recurring basis  
Available-for-sale$ 120.5$ 169.9