Fair Value of Assets and Liabilities (Quantiative Info for Level 3 Inputs) (Details) (Fair Value, Inputs, Level 3 [Member])	6 Months Ended		12 Months Ended
	Jun. 30, 2013		Dec. 31, 2012
Corporate Debt Securities [Member] | Maximum [Member] | Market Approach Valuation Tech [Member]
Fair Value Quantiative Information [Line Items]
EBITDA	8.0	[1]	8.5	[1]
Corporate Debt Securities [Member] | Maximum [Member] | Income Approach Valuation [Member]
Fair Value Quantiative Information [Line Items]
Discount Rate	15.00%		17.50%
Corporate Debt Securities [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member]
Fair Value Quantiative Information [Line Items]
Liquidation Value	88.00%		100.00%
Corporate Debt Securities [Member] | Maximum [Member] | Cap At Call Price [Member]
Fair Value Quantiative Information [Line Items]
Call Price	117.77%		101.00%
Corporate Debt Securities [Member] | Minimum [Member] | Market Approach Valuation Tech [Member]
Fair Value Quantiative Information [Line Items]
EBITDA	5.5	[1]	5	[1]
Corporate Debt Securities [Member] | Minimum [Member] | Income Approach Valuation [Member]
Fair Value Quantiative Information [Line Items]
Discount Rate	1.53%		1.70%
Corporate Debt Securities [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member]
Fair Value Quantiative Information [Line Items]
Liquidation Value	20.95%		49.00%
Corporate Debt Securities [Member] | Minimum [Member] | Cap At Call Price [Member]
Fair Value Quantiative Information [Line Items]
Call Price	100.00%		100.00%
Corporate Debt Securities [Member] | Weighted Average [Member] | Market Approach Valuation Tech [Member]
Fair Value Quantiative Information [Line Items]
EBITDA	6.55	[1]	6.2	[1]
Corporate Debt Securities [Member] | Weighted Average [Member] | Income Approach Valuation [Member]
Fair Value Quantiative Information [Line Items]
Discount Rate	8.88%		9.92%
Corporate Debt Securities [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member]
Fair Value Quantiative Information [Line Items]
Liquidation Value	66.16%		83.06%
Corporate Debt Securities [Member] | Weighted Average [Member] | Cap At Call Price [Member]
Fair Value Quantiative Information [Line Items]
Call Price	112.61%		100.24%
Asset-backed Securities [Member] | Maximum [Member]
Fair Value Quantiative Information [Line Items]
Liquidity Premium	2.00%		2.50%
Prepayment Rate	27.41%	[2]	29.00%	[2]
Default Rate	19.19%	[2]	2.52%	[2]
Loss Severity	41.47%	[2]	43.88%	[2]
Average Life	14.78		15
Comparable Spreads	20.47%		20.00%
Comparable Security Yields	12.88%		15.00%
Asset-backed Securities [Member] | Maximum [Member] | Cap At Call Price [Member]
Fair Value Quantiative Information [Line Items]
Call Price	100.00%
Asset-backed Securities [Member] | Minimum [Member]
Fair Value Quantiative Information [Line Items]
Liquidity Premium	1.00%		1.00%
Prepayment Rate	2.82%	[2]	2.80%	[2]
Default Rate	0.49%	[2]	0.50%	[2]
Loss Severity	16.36%	[2]	35.00%	[2]
Average Life	0.82		0.1
Comparable Spreads	0.50%		0.10%
Comparable Security Yields	0.70%		0.40%
Asset-backed Securities [Member] | Minimum [Member] | Cap At Call Price [Member]
Fair Value Quantiative Information [Line Items]
Call Price	100.00%
Asset-backed Securities [Member] | Weighted Average [Member]
Fair Value Quantiative Information [Line Items]
Liquidity Premium	1.85%		1.83%
Prepayment Rate	4.17%	[2]	9.84%	[2]
Default Rate	2.78%	[2]	0.84%	[2]
Loss Severity	29.37%	[2]	35.76%	[2]
Average Life	5.51		5.61
Comparable Spreads	3.72%		2.81%
Comparable Security Yields	7.62%		7.59%
Asset-backed Securities [Member] | Weighted Average [Member] | Cap At Call Price [Member]
Fair Value Quantiative Information [Line Items]
Call Price	100.00%
Future Policy Benefits [Member] | Maximum [Member]
Fair Value Quantiative Information [Line Items]
Volatility Curve	33.00%	[3]	34.00%	[3]
Lapse Rate	14.00%	[3],[4]	14.00%	[3],[4]
NPR Spread	1.59%	[3],[5]	1.60%	[3],[5]
Utilization Rate	94.00%	[3],[6]	94.00%	[3],[6]
Withdrawal Rate	100.00%	[3],[7]	100.00%	[3],[7]
Mortality Rate	13.00%	[3],[8]	13.00%	[3],[8]
Future Policy Benefits [Member] | Minimum [Member]
Fair Value Quantiative Information [Line Items]
Volatility Curve	18.00%	[3]	19.00%	[3]
Lapse Rate	0.00%	[3],[4]	0.00%	[3],[4]
NPR Spread	0.11%	[3],[5]	0.20%	[3],[5]
Utilization Rate	70.00%	[3],[6]	70.00%	[3],[6]
Withdrawal Rate	85.00%	[3],[7]	85.00%	[3],[7]
Mortality Rate	0.00%	[3],[8]	0.00%	[3],[8]
Separate Account Real Estate [Member] | Maximum [Member] | Market Approach Valuation Tech [Member]
Fair Value Quantiative Information [Line Items]
Discount Rate	15.00%		15.00%
Cap Rate	9.75%		10.50%
Yield To Maturity	6.67%		7.62%
Market Spread Over Base Rate	2.80%		4.48%
Separate Account Real Estate [Member] | Maximum [Member] | Income Approach Valuation [Member]
Fair Value Quantiative Information [Line Items]
Credit Risk	2.03%		4.15%
Separate Account Real Estate [Member] | Minimum [Member] | Market Approach Valuation Tech [Member]
Fair Value Quantiative Information [Line Items]
Discount Rate	6.00%		6.25%
Cap Rate	4.50%		4.75%
Yield To Maturity	2.20%		3.59%
Market Spread Over Base Rate	1.75%		1.67%
Separate Account Real Estate [Member] | Minimum [Member] | Income Approach Valuation [Member]
Fair Value Quantiative Information [Line Items]
Credit Risk	1.50%		1.65%
Separate Account Real Estate [Member] | Weighted Average [Member] | Market Approach Valuation Tech [Member]
Fair Value Quantiative Information [Line Items]
Discount Rate	7.71%		7.92%
Cap Rate	6.34%		6.49%
Yield To Maturity	4.17%		4.74%
Market Spread Over Base Rate	2.19%		3.22%
Separate Account Real Estate [Member] | Weighted Average [Member] | Income Approach Valuation [Member]
Fair Value Quantiative Information [Line Items]
Credit Risk	1.65%		1.87%

[1] EBITDA multiples represent multiples of earnings before interest, taxes, depreciation and amortization, and are amounts used when the reporting entity has determined that market participants would use such multiples when pricing the investments.

[2] In isolation, an increase in prepayment rate or a decrease in default rate or loss severity would generally result in an increase in fair value, although the interrelationships between these inputs depend on specific market conditions.

[3] Future policy benefits primarily represent general account liabilities for the optional living benefit features of the Company’s variable annuity contracts which are accounted for as embedded derivatives. Since the valuation methodology for these liabilities uses a range of inputs that vary at the contract level over the cash flow projection period, presenting a range, rather than weighted average, is a more meaningful representation of the unobservable inputs used in the valuation.

[4] Base lapse rates are adjusted at the contract level based on a comparison of the actuarially calculated guaranteed amount and the current policyholder account value as well as other factors, such as the applicability of any surrender charges. A dynamic lapse adjustment reduces the base lapse rate when the guaranteed amount is greater than the account value, as in-the-money contracts are less likely to lapse. Lapse rates are also generally assumed to be lower for the period where surrender charges apply.

[5] To reflect NPR, the Company incorporates an additional spread over LIBOR into the discount rate used in the valuation of individual living benefit contracts in a liability position and generally not to those in a contra-liability position. In determining the NPR spread, the Company reflects the financial strength ratings of the Company’s insurance subsidiaries as these are insurance liabilities and senior to debt. The additional spread over LIBOR is determined by utilizing the credit spreads associated with issuing funding agreements, adjusted for any illiquidity risk premium.

[6] The utilization rate assumption estimates the percentage of contracts that will utilize the benefit during the contract duration, and begin lifetime withdrawals at various time intervals from contract inception. The remaining contractholders are assumed to either begin lifetime withdrawals immediately or never utilizing the benefit. These assumptions vary based on the product type, the age of the contractholder and the age of the contract. The impact of changes in these assumptions is highly dependent on the contract type and age of the contractholder at the time of the sale and the timing of the first lifetime income withdrawal.

[7] The withdrawal rate assumption estimates the magnitude of annual contractholder withdrawals relative to the maximum allowable amount under the contract. The fair value of the liability will generally increase the closer the withdrawal rate is to 100%.

[8] Range reflects the mortality rate for the vast majority of business with living benefits, with policyholders ranging from 35 to 90 years old. While the majority of living benefits have a minimum age requirement, certain benefits do not have an age restriction. This results in contractholders for certain benefits with mortality rates approaching 0%. Based on historical experience, the Company applies a set of age and duration specific mortality rate adjustments compared to standard industry tables. A mortality improvement assumption is also incorporated into the overall mortality table.