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Fair Value of Assets and Liabilities (Quantiative Info for Level 3 Inputs) (Details) (Fair Value, Inputs, Level 3 [Member])
 9 Months Ended 12 Months Ended
Sep. 30, 2014
Dec. 31, 2013
Corporate Debt Securities [Member] | Maximum [Member] | Market Approach Valuation Tech [Member]
    
Fair Value Quantiative Information [Line Items]    
EBITDA 6.20 [1] 8.0 [1]
Corporate Debt Securities [Member] | Maximum [Member] | Income Approach Valuation [Member]
    
Fair Value Quantiative Information [Line Items]    
Discount Rate 15.00% 15.00%
Corporate Debt Securities [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member]
    
Fair Value Quantiative Information [Line Items]    
Liquidation Value 100.00% 100.00%
Corporate Debt Securities [Member] | Minimum [Member] | Market Approach Valuation Tech [Member]
    
Fair Value Quantiative Information [Line Items]    
EBITDA 6.00 [1] 5.0 [1]
Corporate Debt Securities [Member] | Minimum [Member] | Income Approach Valuation [Member]
    
Fair Value Quantiative Information [Line Items]    
Discount Rate 1.11% 1.25%
Corporate Debt Securities [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member]
    
Fair Value Quantiative Information [Line Items]    
Liquidation Value 22.12% 11.61%
Corporate Debt Securities [Member] | Weighted Average [Member] | Market Approach Valuation Tech [Member]
    
Fair Value Quantiative Information [Line Items]    
EBITDA 6.13 [1] 6.0 [1]
Corporate Debt Securities [Member] | Weighted Average [Member] | Income Approach Valuation [Member]
    
Fair Value Quantiative Information [Line Items]    
Discount Rate 7.73% 8.52%
Corporate Debt Securities [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member]
    
Fair Value Quantiative Information [Line Items]    
Liquidation Value 84.30% 59.17%
Asset-backed Securities [Member] | Maximum [Member]
    
Fair Value Quantiative Information [Line Items]    
Liquidity Premium 2.00% 2.00%
Prepayment Rate 28.03% [2] 27.41% [2]
Default Rate 6.14% [2] 31.85% [2]
Loss Severity 45.00% [2] 45.00% [2]
Average Life 13.77 14.76
Comparable Spreads 5.58% 45.19%
Comparable Security Yields 10.00% 10.00%
Asset-backed Securities [Member] | Minimum [Member]
    
Fair Value Quantiative Information [Line Items]    
Liquidity Premium 1.00% 1.00%
Prepayment Rate 2.82% [2] 2.82% [2]
Default Rate 0.49% [2] 0.49% [2]
Loss Severity 35.00% [2] 15.06% [2]
Average Life 0.2 0.16
Comparable Spreads 0.23% 0.19%
Comparable Security Yields 0.66% 0.61%
Asset-backed Securities [Member] | Weighted Average [Member]
    
Fair Value Quantiative Information [Line Items]    
Liquidity Premium 1.90% 1.90%
Prepayment Rate 5.91% [2] 10.23% [2]
Default Rate 0.76% [2] 2.62% [2]
Loss Severity 40.76% [2] 33.00% [2]
Average Life 4.99 5.05
Comparable Spreads 1.02% 3.65%
Comparable Security Yields 7.02% 6.52%
Future Policy Benefits [Member] | Maximum [Member]
    
Fair Value Quantiative Information [Line Items]    
Volatility Curve 28.00% [3] 28.00% [3]
Lapse Rate 14.00% [3],[4] 11.00% [3],[4]
NPR Spread 1.14% [3],[5] 1.09% [3],[5]
Utilization Rate 96.00% [3],[6] 94.00% [3],[6]
Withdrawal Rate 100.00% [3],[7] 100.00% [3],[7]
Mortality Rate 14.00% [3],[8] 13.00% [3],[8]
Future Policy Benefits [Member] | Minimum [Member]
    
Fair Value Quantiative Information [Line Items]    
Volatility Curve 16.00% [3] 15.00% [3]
Lapse Rate 0.00% [3],[4] 0.00% [3],[4]
NPR Spread 0.04% [3],[5] 0.08% [3],[5]
Utilization Rate 63.00% [3],[6] 70.00% [3],[6]
Withdrawal Rate 74.00% [3],[7] 86.00% [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% 11.00%
Yield To Maturity 9.55% 6.85%
Market Spread Over Base Rate 4.91% 4.75%
Separate Account Real Estate [Member] | Maximum [Member] | Income Approach Valuation [Member]
    
Fair Value Quantiative Information [Line Items]    
Credit Risk 1.93% 1.98%
Separate Account Real Estate [Member] | Minimum [Member] | Market Approach Valuation Tech [Member]
    
Fair Value Quantiative Information [Line Items]    
Discount Rate 6.00% 6.00%
Cap Rate 4.50% 4.15%
Yield To Maturity 1.66% 1.13%
Market Spread Over Base Rate 1.50% 1.60%
Separate Account Real Estate [Member] | Minimum [Member] | Income Approach Valuation [Member]
    
Fair Value Quantiative Information [Line Items]    
Credit Risk 1.12% 1.25%
Separate Account Real Estate [Member] | Weighted Average [Member] | Market Approach Valuation Tech [Member]
    
Fair Value Quantiative Information [Line Items]    
Discount Rate 7.43% 7.71%
Cap Rate 6.11% 6.35%
Yield To Maturity 4.15% 4.17%
Market Spread Over Base Rate 2.73% 2.87%
Separate Account Real Estate [Member] | Weighted Average [Member] | Income Approach Valuation [Member]
    
Fair Value Quantiative Information [Line Items]    
Credit Risk 1.33% 1.47%
[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] Lapse rates are adjusted at the contract level based on the in-the-moneyness of the living benefit and reflect other factors, such as the applicability of any surrender charges. Lapse rates are reduced when contracts are more in-the-money. 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. The NPR spread reflects the financial strength ratings of the Company, 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 utilize the benefit. Utilization assumptions may vary by product type, tax status and age. The impact of changes in these assumptions is highly dependent on the product type, the 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. These assumptions may vary based on the product type, contractholder age, tax status, and withdrawal timing. 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.